Data-Driven Optimization of Reward-Risk Ratio Measures.

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Bibliographic Details
Title: Data-Driven Optimization of Reward-Risk Ratio Measures.
Authors: Ji, Ran1, rji2@gmu.edu, Lejeune, Miguel A.2, mlejeune@gwu.edu
Source: INFORMS Journal on Computing; Summer2021, Vol. 33 Issue 3, p1120-1137, 18p
Database: Applied Science & Technology Source
Description
ISSN:10919856
DOI:10.1287/ijoc.2020.1002