Research Papers:

1. Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman. Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio
Operations Research, 2019.
Finalist in INFORMS Finance Section Best Student Paper Competition 2017.
2. Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman. Unified Classical and Robust Optimization for Least Squares
Finalist in INFORMS Data Mining Best Paper Competition - Applied Track 2018
(39 Submissions, 1st round 30 reviewers, 2nd round 6 referees, 5 finalists)
Rejected by Operations Research twice and by Management Science once. It is likely to be a forever-working paper.
3. Melvyn Sim, Long Zhao, Minglong Zhou. A New Perspective on Supervised Learning via Robust Satisficing
Rejected by Operations Research after major revision.

4. Long Zhao, Rui Gao. Leveraging Latent Factors Using the Equally Weighted Portfolio
Rejected by Operations Research and Management Science. Will submit to Journal of Financial and Quantitative Analysis

5. Li Chen, Melvyn Sim, Xun Zhang, Long Zhao, Minglong Zhou. Robust Actionable Prescriptive Analytics
Marjor revision from Operations Research.

6. Zhi Chen, Long Zhao. Constructing Quantiles via Forecast Errors: Theory and Empirical Evidence
To be resubmitted to Management Science (reject and resubmit).

7. Zhi Chen, Long Zhao. Combining Forecasts from Multiple Variables and Experts Under Correlated Forecast Errors
To be resumbitted to Management Science (reject and resubmit).

8. Guowei Zhang, Long He, Long Zhao, Ning Zhu. Data-Driven Distributional Robust Optimization with Incomplete Samples
Submitted to Management Science.

9. Wanshu Nie, Sujay V. Kumar, Augusto Getirana, Long Zhao, Melissa L. Wrzesien, Goutam Konapala, Shahryar Khalique Ahmad, Kim A.Locke, Thomas R. Holmes, Matthew Rodell, Bryant D. Loomis. Nonstationarity in the global terrestrial water cycle and its interlinkages in the Anthropocene
Submitted to Nature Sustainability.

10. Long Zhao. Reappraise the Maximum-Sharpe Portfolio

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