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Robert A. Stubbs
Observed names:
Robert A Stubbs,
Robert Stubbs
Observed institutions:
Northwestern University,
Axiom (United States)
ORCID:
0009-0007-4053-492X
Observed ORCID:
0009-0007-4053-492X
OpenAlex ID:
A5025292326
A branch-and-cut method for 0-1 mixed convex programming
1999
·
Robert A. Stubbs
, Sanjay Mehrotra
·
Mathematical Programming
·
306
Incorporating estimation errors into portfolio selection: Robust portfolio construction
2006
·
Sebastián Ceria
, Robert A Stubbs
·
Journal of Asset Management
·
180
An Empirical Case Study of Factor Alignment Problems Using the USER Model
2012
·
Anureet Saxena
, Robert A. Stubbs
·
The Journal of Investing
·
33
Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction
2016
·
Sebastián Ceria
, Robert A. Stubbs
·
Springer eBooks
·
24
Factor Alignment Problems and Quantitative Portfolio Management
2012
·
Sebastián Ceria
, Anureet Saxena
, et al.
·
The Journal of Portfolio Management
·
24
Generating Convex Polynomial Inequalities for Mixed 0–1 Programs
2002
·
Robert A. Stubbs
, Sanjay Mehrotra
·
Journal of Global Optimization
·
19
The alpha alignment factor: a solution to the underestimation of risk for optimized active portfolios
2013
·
Anureet Saxena
, Robert Stubbs
·
The Journal of Risk
·
14
Multiportfolio Optimization: A Natural Next Step
2009
·
Martin W. P. Savelsbergh
, Robert A. Stubbs
, et al.
·
Springer eBooks
·
12
Constraint Attribution
2010
·
Robert A. Stubbs
, Dieter Vandenbussche
·
The Journal of Portfolio Management
·
11
Improving the Investment Process with a Custom Risk Model: A Case Study with the GLER Model
2013
·
Kartik Sivaramakrishnan
, Robert A. Stubbs
·
The Journal of Investing
·
10
Allocating Fibers in Cable Manufacturing
1999
·
Daniel Adelman
, George L. Nemhauser
, et al.
·
Manufacturing & Service Operations Management
·
8
Predictor-corrector Methods for a Class of Linear Complementarity Problems
1994
·
Sanjay Mehrotra
, Robert A. Stubbs
·
SIAM Journal on Optimization
·
5
Adjusted Factor-Based Performance Attribution
2016
·
Robert A. Stubbs
, Vishv Jeet
·
The Journal of Portfolio Management
·
4
Constraints in quantitative strategies: An alignment perspective
2013
·
Anureet Saxena
, Chris Martin
, et al.
·
Journal of Asset Management
·
4
Factor Alignment Problems and Quantitative Portfolio Management
2011
·
Sebastián Ceria
, Anureet Saxena
, et al.
·
The Journal of Portfolio Management
·
3
Axioma's Alpha Factor Method: Improving Risk Estimation By Reducing Risk Model Portfolio Selection Bias
2006
·
Anthony Renshaw
, Robert A. Stubbs
, et al.
·
3
Alpha Construction in a Consistent Investment Process
2016
·
Sebastián Ceria
, Kartik Sivaramakrishnan
, et al.
·
Springer eBooks
·
2
Green Efficient Frontiers: Practical Considerations in Constructing Sustainability Portfolios
2023
·
Robert A. Stubbs
, Melissa R. Brown
·
The Journal of Impact and ESG Investing
Practical Applications of Adjusted Factor-Based Performance Attribution
2016
·
Robert A. Stubbs
, Vishv Jeet
·
Practical Applications
Chapter 21 Multiportfolio Optimization: A Natural Next Step
2010
·
Robert A. Stubbs
, Dieter Vandenbussche
Practical Considerations in Quantitative Short Extension Strategies
2008
·
Robert A. Stubbs
, Romy Shioda
·
Special Issues
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Works count:
23
Citation count:
662
H-index:
10
I10-index:
10
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