| Portfolio construction by mitigating error amplification: The bounded-noise portfolio L Zhao, D Chakrabarti, K Muthuraman Operations Research 67 (4), 965-983, 2019 | 15 | 2019 |
| Tractable robust supervised learning models M Sim, L Zhao, M Zhou SSRN, 2021 | 6 | 2021 |
| Unified classical and robust optimization for least squares L Zhao, D Chakrabarti, K Muthuraman Available at SSRN 3182422, 2022 | 4 | 2022 |
| Robust Actionable Prescriptive Analytics L Chen, M Sim, X Zhang, L Zhao, M Zhou Available at SSRN 4106222, 2022 | 3 | 2022 |
| Reappraise the maximum-sharpe portfolio L Zhao Available at SSRN 3497169, 2019 | 2 | 2019 |
| An Efficient Dimension Reduction for Portfolio Optimization via the Most Robust Solution L Zhao, R Gao An Efficient Dimension Reduction for Portfolio Optimization via the Most …, 2022 | 1 | 2022 |
| Constructing Quantiles via Forecast Errors: Theory and Empirical Evidence Z Chen, L Zhao Available at SSRN 4371538, 2023 | | 2023 |
| Leveraging Latent Factors Using the Equally Weighted Portfolio L Zhao, R Gao Available at SSRN 3991393, 2021 | | 2021 |
| A New Perspective on Supervised Learning via Robust Satisficing M Sim, L Zhao, M Zhou Available at SSRN 3981205, 2021 | | 2021 |
| Essays on Data-Driven Optimization L Zhao The University of Texas at Austin, 2019 | | 2019 |
Deepayan ChakrabartiAssociate Professor, McCombs School of Business, UT AustinVerified email at utexas.edu
