Sean W. Jewell

According to our database, Sean W. Jewell authored at least 1 paper in 2013.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2013

Non-linear equity portfolio variance reduction under a mean-variance framework - A delta-gamma approach.

Sean W. Jewell, Yang Li, Traian A. Pirvu

Oper. Res. Lett., 2013