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Panos Parpas · Study

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Panos Parpas

4 works· latest 2023· 1 institutionscluster: provisionalORCID 0000-0002-2817-2301

h-index4

i104

Citations215

Works here4

07

11

12

23

Most cited in this library

Global optimization of higher order moments in portfolio selection2007 · 108 citations
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty2012 · 51 citations
Robust portfolio optimization: a conic programming approach2011 · 30 citations
Online parameter estimation for the McKean–Vlasov stochastic differential equation2023 · 26 citations

Works

4 shown

Online parameter estimation for the McKean–Vlasov stochastic differential equation

Stochastic Processes and their Applications·2023·4 authors·Open access

26citations

An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty

Computational Management Science·2012·3 authors

51citations

Robust portfolio optimization: a conic programming approach

Computational Optimization and Applications·2011·2 authors

30citations

Global optimization of higher order moments in portfolio selection

Journal of Global Optimization·2007·2 authors

108citations