Concepedia

D. Bertimas

DB

1

Publications

67

Citations

1

H-Index

1999

Active since

Affiliations

Massachusetts Institute of Technology(Current)

D. Bertimas is an author at Massachusetts Institute of Technology specializing in mathematical programming, quantitative management, and business.

Top concepts

FinanceBusinessAccountingManagementAsset PricingAlgorithmic TradingOperations ResearchPortfolio SelectionPortfolio ManagementFinancial Engineering

Publications per year

1999–1999

1

Publications

1

Optimal control of execution costs for portfolios

D. Bertimas, Andrew W. Lo, Patrik Hummel · Computing in Science & Engineering · 1999 · 67 citations

Mathematical Programming, Portfolio Management, Expected Cost +16

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