February 01, 2003 article Robust Portfolio Selection Problems Mathematics of Operations Research DOI: 10.1287/moor.28.1.1.14260 OpenAlex Authors 0 Author list not loaded yet. Cited by 3 stored of 929 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Designing tractable piecewise affine policies for multi-stage adjustable robust optimization 2024 Mathematical Programming article Decision Sciences Risk and Portfolio Optimization Open access 14 citations Designing Tractable Piecewise Affine Policies for Multi-Stage Adjustable Robust Optimization 2022 arXiv (Cornell University) preprint Decision Sciences Risk and Portfolio Optimization Open access 4 citations Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models 2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access 9 citations 3 results References 0