BibTex format
@article{Lim:2012:10.1287/mnsc.1120.1518,
author = {Lim, AEB and Shanthikumar, JG and Vahn, G-Y},
doi = {10.1287/mnsc.1120.1518},
journal = {Management Science},
pages = {1732--1746},
title = {Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case},
url = {http://dx.doi.org/10.1287/mnsc.1120.1518},
volume = {58},
year = {2012}
}