Nicholas Johnson, Arindam Banerjee
Structured Hedging for Resource Allocations with Leverage
KDD, 2015.
@inproceedings{KDD-2015-JohnsonB, author = "Nicholas Johnson and Arindam Banerjee", booktitle = "{Proceedings of the 21st International Conference on Knowledge Discovery and Data Mining}", doi = "10.1145/2783258.2783378", isbn = "978-1-4503-3664-2", pages = "477--486", publisher = "{ACM}", title = "{Structured Hedging for Resource Allocations with Leverage}", year = 2015, }