1. Markowitz Portfolio Optimization with Misspecified Covariance Matrices Open Access Author: Wang, Yuan Title: Markowitz Portfolio Optimization with Misspecified Covariance Matrices Graduate Program: Industrial Engineering Keywords: Markowitz Portfolio OptimizationADMMMachine Learning File: Download Yuan_Wang_Thesis.pdf Committee Members: Necdet S Aybat, Thesis Advisor/Co-Advisor
