A framework for optimization under ambiguity

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

Business, Economics, Finance +12

Robust Convex Optimization

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematics of Operations Research · 1998 · 2.6K citations

Natural Sciences, Computer Science, Mathematics +14

On general minimax theorems

Maurice Sion · Pacific Journal of Mathematics · 1958 · 1.9K citations · Full text

Natural Sciences, Mathematics, Combinatorics +11

Robust solutions of uncertain linear programs

Aharon Ben‐Tal, Arkadi Nemirovski · Operations Research Letters · 1999 · 1.8K citations

Natural Sciences, Systems Engineering, Optimization +10

The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice

Vijay K. Chopra, William T. Ziemba · The Journal of Portfolio Management · 1993 · 1.2K citations

Business, Economics, Finance +17