| Dynamic mean-variance portfolio selection with no-shorting constraints X Li, XY Zhou, AEB Lim SIAM Journal on Control and Optimization 40 (5), 1540-1555, 2002 | 376 | 2002 |
| Mean-variance portfolio selection with random parameters in a complete market AEB Lim, XY Zhou Mathematics of Operations Research 27 (1), 101-120, 2002 | 348 | 2002 |
| Machine learning and portfolio optimization GY Ban, N El Karoui, AEB Lim Management Science 64 (3), 1136-1154, 2018 | 303 | 2018 |
| Relative entropy, exponential utility, and robust dynamic pricing AEB Lim, JG Shanthikumar Operations Research 55 (2), 198-214, 2007 | 219 | 2007 |
| Quadratic hedging and mean-variance portfolio selection with random parameters in an incomplete market AEB Lim Mathematics of Operations Research 29 (1), 132-161, 2004 | 216 | 2004 |
| Steering flexible needles under Markov motion uncertainty R Alterovitz, A Lim, K Goldberg, GS Chirikjian, AM Okamura 2005 IEEE/RSJ International Conference on Intelligent Robots and Systems …, 2005 | 173 | 2005 |
| Conditional value-at-risk in portfolio optimization: Coherent but fragile AEB Lim, JG Shanthikumar, GY Vahn Operations Research Letters 39 (3), 163-171, 2011 | 169 | 2011 |
| Linear-quadratic control of backward stochastic differential equations AEB Lim, XY Zhou SIAM journal on control and optimization 40 (2), 450-474, 2001 | 133 | 2001 |
| Robust empirical optimization is almost the same as mean–variance optimization J Gotoh, MJ Kim, AEB Lim Operations Research Letters 46 (4), 448-452, 2018 | 130 | 2018 |
| Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights AEB Lim, XY Zhou IEEE Transactions on Automatic Control 44 (7), 1359-1369, 1999 | 107 | 1999 |
| Mean-variance hedging when there are jumps AEB Lim SIAM Journal on Control and Optimization 44 (5), 1893-1922, 2005 | 103 | 2005 |
| Model uncertainty, robust optimization, and learning AEB Lim, JG Shanthikumar, ZJM Shen TutORials in Operations Research 3, 66-94, 2006 | 84 | 2006 |
| A new risk-sensitive maximum principle AEB Lim, XY Zhou IEEE transactions on automatic control 50 (7), 958-966, 2005 | 73 | 2005 |
| Sensor scheduling in continuous time HWJ Lee, KL Teo, AEB Lim Automatica 37 (12), 2017-2023, 2001 | 68 | 2001 |
| Calibration of Distributionally Robust Empirical Optimization Models J Gotoh, MJ Kim, AEB Lim Operations Research 69 (5), 1630--1650, 2021 | 63 | 2021 |
| Robust multiarmed bandit problems MJ Kim, AEB Lim Management Science 62 (1), 264-285, 2016 | 61 | 2016 |
| Discrete time LQG controls with control dependent noise JB Moore, XY Zhou, AEB Lim Systems & Control Letters 36 (3), 199-206, 1999 | 54 | 1999 |
| Robust asset allocation with benchmarked objectives AEB Lim, JG Shanthikumar, T Watewai Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 45 | 2011 |
| Robust portfolio choice with learning in the framework of regret: Single-period case AEB Lim, JG Shanthikumar, GY Vahn Management Science 58 (9), 1732-1746, 2012 | 41 | 2012 |
| Pricing American-style derivatives with European call options SB Laprise, MC Fu, SI Marcus, AEB Lim, H Zhang Management Science 52 (1), 95-110, 2006 | 36 | 2006 |
J. George ShanthikumarKrannert School of Management, Purdue University在 purdue.edu 的电子邮件经过验证
