7
H index
5
i10 index
131
Citations
| 7 H index 5 i10 index 131 Citations RESEARCH PRODUCTION: 13 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Annals of Operations Research | 4 |
Working Papers Series with more than one paper published | # docs |
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GE, Growth, Math methods / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2022 | Markov risk mappings and risk-averse optimal stopping under ambiguity. (2020). Moriarty, John ; Martyr, Randall. In: Papers. RePEc:arx:papers:2001.06895. Full description at Econpapers || Download paper |
2022 | A discussion of stochastic dominance and mean-CVaR optimal portfolio problems based on mean-variance-mixture models. (2022). Sayit, Hasanjan. In: Papers. RePEc:arx:papers:2202.02488. Full description at Econpapers || Download paper |
2021 | Second order of stochastic dominance efficiency vs mean variance efficiency. (2021). Truck, Stefan ; Lozza, Sergio Ortobelli ; Malavasi, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1192-1206. Full description at Econpapers || Download paper |
2021 | An almost robust model for minimizing disruption exposures in supply systems. (2021). Pang, Chee Khiang ; Tan, Chin Hon ; Zhao, Kena. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:547-559. Full description at Econpapers || Download paper |
2022 | Optimal portfolio choice for higher-order risk averters. (2022). Post, Thierry ; Fang, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000292. Full description at Econpapers || Download paper |
2021 | Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises. (2021). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:480-493. Full description at Econpapers || Download paper |
2021 | Interval-based stochastic dominance: theoretical framework and application to portfolio choices. (2021). Liu, Jia ; Consigli, Giorgio ; Chen, Zhiping. In: Annals of Operations Research. RePEc:spr:annopr:v:307:y:2021:i:1:d:10.1007_s10479-021-04231-9. Full description at Econpapers || Download paper |
2022 | Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs. (2022). Buyuktahtakin, Esra. In: Annals of Operations Research. RePEc:spr:annopr:v:309:y:2022:i:1:d:10.1007_s10479-021-04388-3. Full description at Econpapers || Download paper |
2021 | Gaining traction: on the convergence of an inner approximation scheme for probability maximization. (2021). Fabian, Csaba I. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:29:y:2021:i:2:d:10.1007_s10100-020-00697-3. Full description at Econpapers || Download paper |
2022 | Multi-stage portfolio selection problem with dynamic stochastic dominance constraints. (2022). Chen, Zhiping ; Mei, YU ; Ji, Bingbing ; Liu, Jia. In: Journal of Global Optimization. RePEc:spr:jglopt:v:83:y:2022:i:3:d:10.1007_s10898-021-01113-z. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Mean-risk tests of stochastic dominance In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
2012 | Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
2006 | Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 49 |
2006 | Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2010 | Shape-restricted inference for Lorenz curves using duality theory In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 1 |
2016 | Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints In: Operations Research. [Full Text][Citation analysis] | article | 0 |
2012 | Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2017 | Statistical estimation of composite risk functionals and risk optimization problems In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 1 |
2001 | On Differentiability of Metric Projections onto Moving Convex Sets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2010 | Kusuoka representation of higher order dual risk measures In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
2012 | Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2012 | Augmented Lagrangian method for probabilistic optimization In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
2004 | Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 10 |
2018 | On the price of risk in a mean-risk optimization model In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2005 | Convexification of Stochastic Ordering In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 3 |
2005 | Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 27 |
2005 | Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 7 |
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