Michalis Kapsos

Orcid: 0000-0003-0265-5556

According to our database¹, Michalis Kapsos authored at least 3 papers between 2013 and 2018.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2018

Robust risk budgeting.

[DOI]

Ann. Oper. Res., 2018

2014

Worst-case robust Omega ratio.

[DOI]

Eur. J. Oper. Res., 2014

2013

Robust portfolio optimisation using risk measures and applications.

[DOI]

PhD thesis, 2013