Leaderboards/Risk and Portfolio Optimization

Risk and Portfolio Optimization

Last updated July 7, 2026

Rising Stars

New and hot

Rising Stars Researchers

1
Utsav Sadana
Group for Research in Decision Analysis
2
Junyi Zhai
China University of Petroleum, East China
3
Yasmine Beck
École Supérieure des Sciences Économiques et Commerciales
4
Adriano Arrigo
University of Mons
5
Nam Ho-Nguyen
The University of Sydney
6
Christos Ordoudis
Technical University of Denmark
7
Sini Guo
Beijing Institute of Technology
8
Weiqiao Wang
Shandong University
9
Man Yiu Tsang
Texas Tech University
10
Lukas Glomb
Lutheran University of Applied Sciences Nuremberg

Rising Stars Papers

1
A survey of contextual optimization methods for decision-making under uncertainty
European Journal of Operational Research|2024
122 cit.
2
Stochastic Optimization Approaches for an Operating Room and Anesthesiologist Scheduling Problem
Operations Research|2024
19 cit.
3
Data-Driven Joint Distributionally Robust Chance-Constrained Operation for Multiple Integrated Electricity and Heating Systems
IEEE Transactions on Sustainable Energy|2024
17 cit.
4
Low-carbon operation of integrated electricity–gas system with hydrogen injection considering hydrogen mixed gas turbine and laddered carbon trading
Applied Energy|2024
13 cit.
5
Multi-period operation of integrated electricity and gas systems with hydrogen blending considering gas composition dynamics
Applied Energy|2024
10 cit.
6
A decomposition scheme for Wasserstein distributionally robust emergency relief network design under demand uncertainty and social donations
Computers & Operations Research|2024
5 cit.
7
Energy scheduling for integrated electricity–hydrogen systems considering multiphysics dynamics of hybrid water and biomass electrolysis
Renewable Energy|2025
5 cit.
8
On the Tradeoff Between Distributional Belief and Ambiguity: Conservatism, Finite-Sample Guarantees, and Asymptotic Properties
INFORMS Journal on Optimization|2025
4 cit.
9
Low-carbon energy management for networked multi-energy microgrids using multi-agent soft actor-critic algorithm
Sustainable Energy Grids and Networks|2025
4 cit.
10
Fleet & tail assignment under uncertainty
Discrete Optimization|2024
3 cit.

Emerging Leaders

Gaining momentum

Emerging Leaders Researchers

1
Meilin Zhang
Dalian Jiaotong University
2
Yang Kang
Columbia University
3
Philip Thompson
University of Hong Kong
4
Ruiwei Jiang
University of Florida
5
Can B. Kalaycı
Pamukkale University
6
Zihao Li
Texas A&M University
7
Jorge Vera
Pontificia Universidad Católica de Chile
8
Renyuan Xu
Stanford University
9
Jannis Kurtz
Amsterdam University College
10
Huining Yang
University of Oxford

Emerging Leaders Papers

1
Recent advances in reinforcement learning in finance
Mathematical Finance|2023
181 cit.
2
Spontaneous synthesis of silver nanoparticles on cobalt-molybdenum layer double hydroxide nanocages for improved oxygen evolution reaction
Journal of Colloid and Interface Science|2022
50 cit.
3
Data-driven robust optimization using deep neural networks
Computers & Operations Research|2022
40 cit.
4
Variable Neighborhood Search Algorithms to Solve the Electric Vehicle Routing Problem with Simultaneous Pickup and Delivery
Mathematics|2022
37 cit.
5
Atomically dispersed silver atoms incorporated in spinel cobalt oxide (Co3O4) for boosting oxygen evolution reaction
Journal of Colloid and Interface Science|2023
37 cit.
6
A mathematical framework for multiphase poromechanics in multiple porosity media
Computers and Geotechnics|2022
34 cit.
7
Perceived health competence and health education experience predict health promotion behaviors among rural older adults: A cross-sectional study
BMC Public Health|2022
24 cit.
8
Rhizosphere microbial ecological characteristics of strawberry root rot
Frontiers in Microbiology|2023
23 cit.
9
Dynamic pricing and inventory control for multiple products in a retail chain
Computers & Industrial Engineering|2023
21 cit.
10
Chance-constrained set covering with Wasserstein ambiguity
Mathematical Programming|2022
19 cit.

Current Senior Leaders

Established & currently active

Current Senior Leaders Researchers

1
Stan Uryasev
Stony Brook University
2
Melvyn Sim
National University of Singapore
3
Arkadi Nemirovski
Georgia Institute of Technology
4
Alexander Shapiro
Georgia Institute of Technology
5
Raman Uppal
Ecole des Hautes Etudes Commerciales du Nord
6
Andrzej Ruszczyński
Rutgers, The State University of New Jersey
7
Joseph E. Stiglitz
National Bureau of Economic Research
8
Xun Yu Zhou
Chinese University of Hong Kong
9
Stavros A. Zenios
Durham University
10
Werner Römisch
Humboldt-Universität zu Berlin

Current Senior Leaders Papers

1
Credit Rationing in Markets with Imperfect Information
American Economic Review|1981
12.9k cit.
2
Optimization of conditional value-at-risk
The Journal of Risk|2000
6.5k cit.
3
Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information
The Quarterly Journal of Economics|1976
5k cit.
4
The Price of Robustness
Operations Research|2004
4.4k cit.
5
Increasing risk: I. A definition
Journal of Economic Theory|1970
3.9k cit.
6
On the Impossibility of Informationally Efficient Markets
Columbia Academic Commons (Columbia University)|1980
3.7k cit.
7
Conditional value-at-risk for general loss distributions
Journal of Banking & Finance|2002
3.7k cit.
8
Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?
Review of Financial Studies|2007
3.2k cit.
9
Report by the commission on the measurement of economic performance and social progress
Unknown Journal|2011
2.9k cit.
10
Robust Convex Optimization
Mathematics of Operations Research|1998
2.6k cit.

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