( en | de | ru )

 

Disambiguation of "Baes, Michel"

Author of the publication

copydeleteadd this publication to your clipboard
Robust risk management.

, , and . Eur. J. Oper. Res., 222 (3): 663-672 (2012)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Paul Baeseler

Bert Baessler

Stefan Baessler

Hans-Jürgen Baese

Helga Baessler

 

Other publications of authors with the same name

Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming., , and . IEEE Trans. Automat. Contr., 53 (8): 1963-1967 (2008)Low-Rank Plus Sparse Decomposition of Covariance Matrices Using Neural Network Parametrization., , , and . IEEE Trans. Neural Networks Learn. Syst., 34 (1): 171-185 (2023)Removing Redundant Quadratic Constraints., , and . ICMS, volume 6327 of Lecture Notes in Computer Science, page 270-281. Springer, (2010)Robust risk management., , and . Eur. J. Oper. Res., 222 (3): 663-672 (2012)An acceleration procedure for optimal first-order methods., and . Optim. Methods Softw., 29 (3): 610-628 (2014)A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems., , and . SIAM J. Optimization, 23 (2): 934-962 (2013)A continuous selection for optimal portfolios under convex risk measures does not always exist., and . Math. Methods Oper. Res., 91 (1): 5-23 (2020)The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios., , and . OR, page 173-178. Springer, (2011)Hedge algorithm and Dual Averaging schemes., and . Math. Methods Oper. Res., 77 (3): 279-289 (2013)Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural Network Parametrization., , , and . CoRR, (2019)