Mark Koenig
Annals of Operations Research · 2004
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Whom Mark Koenig trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Mark Koenig overall
Papers from Mark Koenig's perspective
Ordered by how strongly the researchers Mark Koenig trusts endorse each paper. Same corpus, a different order for every researcher.
- Robust Portfolio Selection Problems (Mathematics of Operations Research)
- The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
- An Interior-Point Method for a Class of Saddle-Point Problems
- Portfolio Selection
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
- Interior-point polynomial algorithms in convex programming
- Monographs on statistics and applied probability
- Computing efficient frontiers using estimated parameters
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- An Introduction to Multivariate Statistical Analysis
Their papers
- Robust Asset Allocation (2004) — 419 citations