Concepedia

Michalis Kapsos

MK

3

Publications

141

Citations

3

H-Index

2013

Active since

Affiliations

Imperial College London(Current)

Michalis Kapsos is an author at Imperial College London specializing in engineering, mathematical programming, and finance.

ORCID

Top concepts

Publications per year

2013–2017

3

Publications

3

Worst-case robust Omega ratio

Michalis Kapsos, Nicos Christofides, Berç Rüstem · European Journal of Operational Research · 2013 · 79 citations

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Optimizing the Omega ratio using linear programming

Michalis Kapsos, Steve Zymler, Nicos Christofides et al. · The Journal of Computational Finance · 2014 · 46 citations

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Robust risk budgeting

Michalis Kapsos, Nicos Christofides, Berç Rüstem · Annals of Operations Research · 2017 · 16 citations

, , +5

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