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researcher

G. Michailidis

4 papers hereh-index 374.6k citations84 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • stat.ML2
  • math.OC1
  • math.ST1
same name
  • G. Michailidis — 6 papers, h 48
  • G. Michailidis — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20242026
collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2024

Cardinality Constrained Mean-Variance Portfolios: A Penalty Decomposition Algorithm

Ahmad Mousavi, George Michailidis

The cardinality-constrained mean-variance portfolio problem has garnered significant attention within contemporary finance due to its potential for achieving low risk while effecti…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.