This is the main page for my work on log-robust portfolio management, funded in part by the National Science Foundation under Grant CMMI-0757983. This grant funds the doctoral studies of Ms Ban Kawas, who entered the PhD program at Lehigh University in 2006.

Poster

Poster for the NSF Grantees conference, June 2009.

Non-Technical Presentations of Work

• Blog Post, January 16, 2008.
• Blog Post, August 19, 2008.
• Blog Post, January 10, 2009.

Technical Publications

A Log-Robust Optimization Approach to Portfolio Management, B. Kawas and A. Thiele. December 2007, revised August 2008.

Short Sales in Log-Robust Portfolio Management, B. Kawas and A. Thiele. December 2008.

The Efficient Frontier in Log-Robust Portfolio Management, B. Kawas and A. Thiele. June 2009.