Joline Uichanco
Management Science and Operations Research · 2010
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 10 citations into it; #9,470 of 11,946 by trust here, #8,906 by citations
- Economics and Econometrics — 8 citations into it; #18,396 of 23,481 by trust here, #19,308 by citations
- Finance — 6 citations into it
Whom Joline Uichanco trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Joline Uichanco overall
Papers from Joline Uichanco's perspective
Ordered by how strongly the researchers Joline Uichanco trusts endorse each paper. Same corpus, a different order for every researcher.
- Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
- Ambiguous chance constrained problems and robust optimization (Mathematical programming)
- Robust Asset Allocation (Annals of Operations Research)
- Robust Portfolio Selection Problems (Mathematics of Operations Research)
- Recursive multiple-priors (Journal of Economics Theory)
- Ambiguity, risk, and asset returns in continuous time
- An Interior-Point Method for a Class of Saddle-Point Problems
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Portfolio Selection
- Minimax analysis of stochastic problems (Optim. Methods Softw.)
Their papers
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (2010) — 146 citations