Thiele Aurlie

Aurlie Thiele

Information about the author Aurlie Thiele will soon be added to the site.
Found 5 papers in total
Short sales in Log‐robust portfolio management
Short sales in Log‐robust portfolio management
2011
This paper extends the Log‐robust portfolio management approach to the case...
A log‐robust optimization approach to portfolio management
A log‐robust optimization approach to portfolio management
2011
We present a robust optimization approach to portfolio management under uncertainty...
Multi-product pricing via robust optimisation
Multi-product pricing via robust optimisation
2009
We propose an approach to model demand uncertainty in pricing problems with...
Pricing with uncertain customer valuations
Pricing with uncertain customer valuations
2008
Uncertain demand in pricing problems is often modelled using the sum of a linear...
A robust optimization approach to inventory theory
A robust optimization approach to inventory theory
2006
We propose a general methodology based on robust optimization to address the problem...
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