Andrew E. B. Lim

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7189-3406

Institute of Operations Research and Analytics, National University of Singapore, Singapore 119245; and Department of Analytics and Operations, National University of Singapore, Singapore 119245; and Department of Finance, National University of Singapore, Singapore 119245

Publications

• Dynamic Black-Litterman — Operations Research 2026
• Technical Note—A Data-Driven Approach to Beating SAA Out of Sample — Operations Research 2025
• Calibration of Distributionally Robust Empirical Optimization Models — Operations Research 2021
• A Generalized Black–Litterman Model — Operations Research 2020
• Machine Learning and Portfolio Optimization — Management Science 2018
• Robust Multiarmed Bandit Problems — Management Science 2016
• Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case — Management Science 2012
• Pricing American-Style Derivatives with European Call Options — Management Science 2006