Home News Vice Provost Laurent El Ghaoui’s Research Among Top-Ranked in Operations Research Journal

Vice Provost Laurent El Ghaoui’s Research Among Top-Ranked in Operations Research Journal

We are pleased to recognize the impact of a 2003 paper by our Vice Provost, Laurent El Ghaoui, titled “Worst-case Value-at-Risk and Robust Portfolio Optimization: A Conic Programming Approach.” As of November 9, 2024, this work is ranked 38th in Scopus and 70th in Web of Science among all publications in the Operations Research journal (Q1-rated by SCImago).

In this study, Prof. Laurent El Ghaoui and his co-authors addressed a key challenge in portfolio optimization: the sensitivity of traditional approaches like mean-variance and Value-at-Risk (VaR) to data errors. By using only partial information, such as bounds on mean and variance, they developed a method for calculating and optimizing a “worst-case” VaR. This approach provides a practical solution for managing risk amid uncertain data.

We thank our Vice Provost for his ongoing contributions!

Recent News

VinUniversity Vice Provost Participates in Global Forum on Workforce Development
November 18, 2024

VinUniversity Vice Provost Participates in Global Forum on Workforce Development

Hanoi, November 8, 2024 — Prof. Laurent El Ghaoui, Vice Provost of VinUniversity, served as a panelist at the Global Cooperation Forum on Human Resources Development, organized by the Ministry of Planning and Investment. The high-level forum brought together leaders from academia, industry, and government to discuss strategies for advancing Vietnam’s workforce development, with a […]

Two Research Institutes from Vinmec Officially Join VinUniversity
November 13, 2024

Two Research Institutes from Vinmec Officially Join VinUniversity

On November 11, 2024, VinUniversity officially welcomed two renowned research institutes into its academic and research community: the Research Institute of Stem Cell & Gene Technology (VRISC) and the Vinmec-VinUni Institute of Immunology (VIVI). Initially established under Vinmec, these institutes now join VinUniversity, strengthening its mission to advance impactful and translational research. Led by Professor […]

[Job Opening]: Teaching Assistant for Research Minicourse Development at VinUniversity
November 12, 2024

[Job Opening]: Teaching Assistant for Research Minicourse Development at VinUniversity

Job Title: Teaching Assistant – Research Minicourse Development Location: VinUniversity Job Type: [Full-time/Part-time/Contract] About the Role VinUniversity is seeking a dedicated and detail-oriented Teaching Assistant to support the development of a comprehensive minicourse for the Research Essentials Series. This role involves a range of tasks, including content creation, video editing, and coordination with faculty members. […]