Naomi Miller

Risk-adjusted probability measures in portfolio optimization with coherent measures of risk

Naomi Miller, Andrzej Ruszczynski, A. Ruszczynski, 2008, Eur. J. Oper. Res..

MEAN-RISK PORTFOLIO OPTIMIZATION PROBLEMS WITH RISK-ADJUSTED MEASURES

Naomi Liora Miller, Naomi Miller, 2008 .

Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition

Naomi Miller, Andrzej Ruszczynski, A. Ruszczynski, 2011, Oper. Res..