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Laurent El Ghaoui

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Maksim Oks

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> Home > Persons > Laurent El Ghaoui

Publications

2003
[j10]
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Laurent El Ghaoui, Maksim Oks, François Oustry:
Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach. Oper. Res. 51(4): 543-556 (2003)

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last updated on 2024-04-25 02:21 CEST by the dblp team

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