Michael Jong Kim

Management Science and Operations Research · 2018

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 6 citations into it; #10,285 of 11,946 by trust here, #9,931 by citations

Whom Michael Jong Kim trusts overall

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

1. Dimitris J. Bertsimas

Who trusts Michael Jong Kim overall

1. John C. Duchi

Papers from Michael Jong Kim's perspective

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

1. Data-driven robust optimization
2. Lectures on modern convex optimization
3. Constructing Uncertainty Sets for Robust Linear Optimization (Operational Research)
4. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
5. Robust Portfolio Selection Problems (Mathematics of Operations Research)
6. Optimization of conditional value-at risk
7. Regression Shrinkage and Selection via the Lasso
8. Ridge Regression: Biased Estimation for Nonorthogonal Problems
9. The Elements of Statistical Learning
10. Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (Manufacturing & Service Operations Management)

Their papers

• Robust empirical optimization is almost the same as mean-variance optimization (2018) — 115 citations