Noureddine El Karoui
Affiliations: | Statistics | University of California, Berkeley, Berkeley, CA, United States |
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| Ban G, Karoui NE, Lim AEB. (2018) Machine Learning and Portfolio Optimization Management Science. 64: 1136-1154 |
| Karoui NE, Wu H. (2015) Graph connection Laplacian and random matrices with random blocks Information and Inference: a Journal of the Ima. 4: 1-44 |
| Karoui NE. (2013) On the realized risk of high-dimensional markowitz portfolios Siam Journal On Financial Mathematics. 4: 737-783 |
| Karoui NE, d’Aspremont A. (2010) Second order accurate distributed eigenvector computation for extremely large matrices Electronic Journal of Statistics. 4: 1345-1385 |
| Karoui NE. (2010) On information plus noise kernel random matrices Annals of Statistics. 38: 3191-3216 |
| Karoui NE. (2010) The spectrum of kernel random matrices Annals of Statistics. 38: 1-50 |
| Karoui NE. (2009) Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond Annals of Applied Probability. 19: 2362-2405 |