{"id":1614,"date":"2024-11-09T14:26:41","date_gmt":"2024-11-09T07:26:41","guid":{"rendered":"https:\/\/vinuni.edu.vn\/research\/?p=1614"},"modified":"2024-11-19T17:10:02","modified_gmt":"2024-11-19T10:10:02","slug":"laurent-el-ghaouis-research-among-top-ranked-in-operations-research-journal","status":"publish","type":"post","link":"https:\/\/vinuni.edu.vn\/research\/laurent-el-ghaouis-research-among-top-ranked-in-operations-research-journal\/","title":{"rendered":"Vice Provost Laurent El Ghaoui\u2019s Research Among Top-Ranked in Operations Research Journal"},"content":{"rendered":"

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.”<\/em> 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<\/em> journal (Q1-rated by SCImago).<\/p>\n

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 \u201cworst-case\u201d VaR. This approach provides a practical solution for managing risk amid uncertain data.<\/p>\n

We thank our Vice Provost for his ongoing contributions!<\/p>\n

\"\"<\/p>\n

\"\"<\/p>\n","protected":false},"excerpt":{"rendered":"

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 […]<\/p>\n","protected":false},"author":7,"featured_media":1623,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[3],"tags":[],"acf":[],"yoast_head":"\nVice Provost Laurent El Ghaoui\u2019s Research Among Top-Ranked in Operations Research Journal - Vinuni Research Website<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/vinuni.edu.vn\/research\/laurent-el-ghaouis-research-among-top-ranked-in-operations-research-journal\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Vice Provost Laurent El Ghaoui\u2019s Research Among Top-Ranked in Operations Research Journal - 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