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2212.13996
Cited By
Robustifying Markowitz
28 December 2022
W. Hardle
Yegor Klochkov
Alla Petukhina
Nikita Zhivotovskiy
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Papers citing
"Robustifying Markowitz"
2 / 2 papers shown
Title
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails
Pedro Abdalla
Nikita Zhivotovskiy
30
25
0
17 May 2022
On Monte-Carlo methods in convex stochastic optimization
Daniel Bartl
S. Mendelson
23
8
0
19 Jan 2021
1
