Nicholas Johnson, Arindam Banerjee. Structured Hedging for Resource Allocations with Leverage. In Longbing Cao, Chengqi Zhang, Thorsten Joachims, Geoffrey I. Webb, Dragos D. Margineantu, Graham Williams, editors, Proceedings of the 21th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Sydney, NSW, Australia, August 10-13, 2015. pages 477-486, ACM, 2015. [doi]
Abstract is missing.