Darinka Dentcheva : Citation Profile


Are you Darinka Dentcheva?

7

H index

5

i10 index

131

Citations

RESEARCH PRODUCTION:

13

Articles

5

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 7
   Journals where Darinka Dentcheva has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 12 (8.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde121
   Updated: 2022-08-13    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)

Cillo, Alessandra (2)

SADEFO, Jules (2)

Zenios, Stavros (1)

Guo, Xu (1)

Yitzhaki, Shlomo (1)

Topaloglou, Nikolas (1)

Shapiro, Alexander (1)

Shalit, Haim (1)

Cites to:

Ruszczynski, Andrzej (30)

Acerbi, Carlo (5)

Schmeidler, David (4)

Ogryczak, Wlodzimierz (3)

Shapiro, Alexander (3)

Artzner, Philippe (3)

Scarsini, Marco (2)

Loperfido, Nicola (2)

Tasche, Dirk (2)

Quiggin, John (2)

Markowitz, Harry (2)

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 (2022 and 2021)


YearTitle of citing document
2022Markov risk mappings and risk-averse optimal stopping under ambiguity. (2020). Moriarty, John ; Martyr, Randall. In: Papers. RePEc:arx:papers:2001.06895.

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2022A 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.

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2021Second 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.

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2021An 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.

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2022Optimal 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.

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2021Using 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.

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2021Interval-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.

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2022Stage-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.

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2021Gaining 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.

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2022Multi-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.

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Works by Darinka Dentcheva:


YearTitleTypeCited
2011Mean-risk tests of stochastic dominance In: Statistics & Risk Modeling.
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article0
2012Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse In: European Journal of Operational Research.
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article12
2006Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance.
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article49
2006Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance.
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This paper has another version. Agregated cites: 49
paper
2010Shape-restricted inference for Lorenz curves using duality theory In: Statistics & Probability Letters.
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article0
2016Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints In: Mathematics of Operations Research.
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article1
2016Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints In: Operations Research.
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article0
2012Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper.
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paper3
2017Statistical estimation of composite risk functionals and risk optimization problems In: Annals of the Institute of Statistical Mathematics.
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article1
2001On Differentiability of Metric Projections onto Moving Convex Sets In: Annals of Operations Research.
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article0
2010Kusuoka representation of higher order dual risk measures In: Annals of Operations Research.
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article10
2012Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) In: Annals of Operations Research.
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article1
2012Augmented Lagrangian method for probabilistic optimization In: Annals of Operations Research.
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article7
2004Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research.
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article10
2018On the price of risk in a mean-risk optimization model In: Quantitative Finance.
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article0
2005Convexification of Stochastic Ordering In: GE, Growth, Math methods.
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paper3
2005Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods.
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paper27
2005Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods.
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paper7

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