David Wozabal

Management Science and Operations Research · 2007–2012

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 12 citations into it; #2,999 of 11,946 by trust here, #5,787 by citations
• Economics and Econometrics — 10 citations into it
• Finance — 10 citations into it; #3,108 of 10,518 by trust here, #5,728 by citations
• Ocean Engineering — 5 citations into it; #516 of 3,193 by trust here, #1,817 by citations

Whom David Wozabal trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. R. Tyrrell Rockafellar
2. Donald Goldfarb
3. Victor DeMiguel
4. Georg Ch. Pflug
5. Hans Föllmer
6. Lorenzo Garlappi
7. Gur Huberman
8. Garud N. Iyengar

Who trusts David Wozabal overall

1. Hamed Rahimian
2. John C. Duchi
3. D. Kühn
4. Georg Ch. Pflug
5. Sanjay Mehrotra
6. Peyman Mohajerin Esfahani

Papers from David Wozabal's perspective

Ordered by how strongly the researchers David Wozabal trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
2. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Robust Portfolio Selection Problems (Mathematics of Operations Research)
5. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
6. The economic nature of the firm: From Risk, Uncertainty, and Profit
7. On Choosing and Bounding Probability Metrics
8. Robust optimization – methodology and applications (Mathematical programming)
9. Stochastic Finance: An Introduction in Discrete Time
10. Topics in Optimal Transportation

Their papers

• Ambiguity in portfolio selection (2007) — 303 citations
• The 1/ N investment strategy is optimal under high model ambiguity (2012) — 216 citations