Darinka Dentcheva : Citation Profile

Are you Darinka Dentcheva?

5

H index

2

i10 index

116

Citations

RESEARCH PRODUCTION:

13

Articles

5

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 6
   Journals where Darinka Dentcheva has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 12 (9.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde121
   Updated: 2020-01-25    RAS profile: 2019-01-11    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Darinka Dentcheva.

Is cited by:

Lejeune, Miguel (6)

Branda, Martin (4)

Ruszczynski, Andrzej (4)

SADEFO, Jules (2)

Cillo, Alessandra (2)

Chaibi, Anissa (1)

Yitzhaki, Shlomo (1)

Zenios, Stavros (1)

Wong, Wing-Keung (1)

Shapiro, Alexander (1)

Topaloglou, Nikolas (1)

Cites to:

Ruszczynski, Andrzej (24)

Ogryczak, Wlodzimierz (4)

Acerbi, Carlo (4)

Schmeidler, David (4)

Artzner, Philippe (3)

Shapiro, Alexander (3)

Tasche, Dirk (2)

Quiggin, John (2)

Markowitz, Harry (2)

Loperfido, Nicola (2)

Schied, Alexander (1)

Main data

Where Darinka Dentcheva has published?

Journals with more than one article published# docs
Annals of Operations Research4

Working Papers Series with more than one paper published# docs
GE, Growth, Math methods / University Library of Munich, Germany3

Recent works citing Darinka Dentcheva (2018 and 2017)

YearTitle of citing document
2018Risk-Based DEA Efficiency and SSD Efficiency of OECD Members Stock Indices. (2018). Keeci, Neslihan Fidan . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:6:y:2018:i:1:p:25-36.

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2017A survey on risk-averse and robust revenue management. (2017). Gonsch, Jochen . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:337-348.

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2018Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. (2018). Kallio, Markku ; Hardoroudi, Nasim Dehghan. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:675-685.

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2018Risk tomography. (2018). Lee, Jinwook ; Prekopa, Andras. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:149-168.

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2019On risk management of a two-stage stochastic mixed 0–1 model for the closed-loop supply chain design problem. (2019). Baptista, Susana ; Pizarro, Celeste ; Gomes, Maria Isabel ; Escudero, Laureano F ; Barbosa-Povoa, Ana Paula. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:91-107.

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2018An interval-based stochastic dominance approach for decision making in forward contracts of electricity market. (2018). Jamshidi, Movahed ; Sheikh-El, Mohammad-Kazem ; Kebriaei, Hamed . In: Energy. RePEc:eee:energy:v:158:y:2018:i:c:p:383-395.

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2019Payoffs-Beliefs Duality and the Value of Information. (2019). Gossner, Olivier ; de Lara, Michel. In: Working Papers. RePEc:hal:wpaper:hal-01941006.

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2017Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns. (2017). SADEFO, Jules ; Andjiga, Nicolas Gabriel ; Fono, Louis Aime ; Kamdem, Jules Sadefo ; Tassak, Christian Deffo. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-016-0164-5.

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2017Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. (2017). Lejeune, Miguel ; Prasad, Srinivas Y ; Ji, Ran. In: Annals of Operations Research. RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2230-4.

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2017Aspects of optimization with stochastic dominance. (2017). Haskell, William B ; Shen, Max Z ; Shanthikumar, George J. In: Annals of Operations Research. RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2299-9.

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2017A quantitative comparison of risk measures. (2017). Pichler, Alois. In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2397-3.

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2017Financial analysis based sectoral portfolio optimization under second order stochastic dominance. (2017). Sharma, Amita ; Mehra, Aparna. In: Annals of Operations Research. RePEc:spr:annopr:v:256:y:2017:i:1:d:10.1007_s10479-015-2095-y.

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2017Robust multicriteria risk-averse stochastic programming models. (2017). Liu, Xiao ; Noyan, Nilay ; Kuukyavuz, Simge. In: Annals of Operations Research. RePEc:spr:annopr:v:259:y:2017:i:1:d:10.1007_s10479-017-2526-z.

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2018Individual optimal pension allocation under stochastic dominance constraints. (2018). Kopa, Milo ; Vitali, Sebastiano ; Moriggia, Vittorio. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2387-x.

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2019A composition between risk and deviation measures. (2019). Righi, Marcelo Brutti. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2913-0.

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2019Can commodities dominate stock and bond portfolios?. (2019). Westgaard, Sjur ; Pichler, Alois ; Sonsteng, Tom Erik ; Frydenberg, Stein . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2996-7.

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2017Flow-based formulations for operational fixed interval scheduling problems with random delays. (2017). Branda, Martin ; Hajek, Tpan . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0262-5.

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2017Novel approaches for portfolio construction using second order stochastic dominance. (2017). Valle, Cristiano Arbex ; Mitra, Gautam ; Roman, Diana. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0274-9.

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2017Regularized decomposition of large scale block-structured robust optimization problems. (2017). Ackooij, Wim ; Malick, Jerome ; Lebbe, Nicolas . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:3:d:10.1007_s10287-017-0281-x.

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2018ALM models based on second order stochastic dominance. (2018). Alwohaibi, Maram ; Roman, Diana. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0299-8.

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2018A systematic approach for examining the impact of calibration uncertainty in disease modeling. (2018). Chen, Jing Voon ; Hintlian, Michael ; Higle, Julia L. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0329-6.

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2018Modeling Stochastic Dominance as Infinite-Dimensional Constraint Systems via the Strassen Theorem. (2018). Haskell, William B ; Toriello, Alejandro. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:178:y:2018:i:3:d:10.1007_s10957-018-1339-9.

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2017Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics. (2017). Singh, Arti ; Selvamuthu, Dharmaraja . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0582-4.

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Works by Darinka Dentcheva:

YearTitleTypeCited
2011Mean-risk tests of stochastic dominance In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article0
2012Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2006Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article42
2006Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2010Shape-restricted inference for Lorenz curves using duality theory In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2016Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article1
2016Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints In: Operations Research.
[Full Text][Citation analysis]		article0
2012Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2017Statistical estimation of composite risk functionals and risk optimization problems In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article1
2001On Differentiability of Metric Projections onto Moving Convex Sets In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2010Kusuoka representation of higher order dual risk measures In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2012Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2012Augmented Lagrangian method for probabilistic optimization In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2004Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article9
2018On the price of risk in a mean-risk optimization model In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2005Convexification of Stochastic Ordering In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper3
2005Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper31
2005Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper7

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