Darinka Dentcheva : Citation Profile

Stevens Institute of Technology

7

H index

5

i10 index

162

Citations

RESEARCH PRODUCTION:

17

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 6
   Journals where Darinka Dentcheva has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 13 (7.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde121
   Updated: 2025-12-13    RAS profile: 2024-03-08    
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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 KAMDEM, Jules (2)

Cillo, Alessandra (2)

Righi, Marcelo (1)

Zenios, Stavros (1)

Conlon, Thomas (1)

Targino, Rodrigo (1)

Guo, Xu (1)

Fang, Yi (1)

Cites to:

Ruszczynski, Andrzej (32)

Acerbi, Carlo (5)

Artzner, Philippe (4)

Ogryczak, Wlodzimierz (4)

Henry, Marc (3)

Jouini, Elyès (3)

Shapiro, Alexander (3)

Tasche, Dirk (2)

Scarsini, Marco (2)

Quiggin, John (2)

Loperfido, Nicola (2)

Main data

Where Darinka Dentcheva has published?

Journals with more than one article published# docs
Annals of Operations Research6

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

Recent works citing Darinka Dentcheva (2025 and 2024)

YearTitle of citing document
2025A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models. (2025). Sayit, Hasanjan. In: Papers. RePEc:arx:papers:2202.02488.

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2024Higher order measures of risk and stochastic dominance. (2024). Pichler, Alois. In: Papers. RePEc:arx:papers:2402.15387.

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2024Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints. (2024). Beasley, John ; Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2404.16777.

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2024Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application. (2024). Chakrabarty, Siddhartha P ; Sinha, Devang. In: Papers. RePEc:arx:papers:2407.18504.

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2025Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896.

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2024A target-time-windows technique for project scheduling under uncertainty. (2024). Lamas, Patricio ; Goycoolea, Marcos ; Pagnoncelli, Bernardo ; Newman, Alexandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:792-806.

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2025Measures of stochastic non-dominance in portfolio optimization. (2025). Junov, Jana ; Kopa, Milo. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:269-283.

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2024Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. (2024). Xu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003004.

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2024A neural network framework for portfolio optimization under second-order stochastic dominance. (2024). Khanjani-Shiraz, Rashed ; Babapour-Azar, Ali. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006561.

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2024Quantitative Portfolio Management: Review and Outlook. (2024). Yew, Rand Kwong ; Senescall, Michael. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2897-:d:1479653.

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2025Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440.

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2025Central limit theorems for vector-valued composite functionals with smoothing and applications. (2025). Lin, Yang ; Chen, Huihui ; Dentcheva, Darinka ; Stock, Gregory J. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:5:d:10.1007_s10463-025-00934-z.

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2024Regularized distributionally robust optimization with application to the index tracking problem. (2024). Penev, Spiridon ; Li, Guoyin ; Zhao, Leyang. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-023-05726-3.

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2024Connection between higher order measures of risk and stochastic dominance. (2024). Pichler, Alois. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00523-0.

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2024Distributed stochastic compositional optimization problems over directed networks. (2024). Zhao, Shengchao ; Liu, Yongchao. In: Computational Optimization and Applications. RePEc:spr:coopap:v:87:y:2024:i:1:d:10.1007_s10589-023-00512-0.

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2024On Risk Evaluation and Control of Distributed Multi-agent Systems. (2024). Dentcheva, Darinka ; Almen, Aray. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:203:y:2024:i:2:d:10.1007_s10957-024-02464-9.

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2025Random Descent Steps in a Probability Maximization Scheme. (2025). Fbin, Csaba I ; Szntai, Tams ; Drenyovszki, Rajmund ; Csizms, Edit. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:205:y:2025:i:1:d:10.1007_s10957-025-02619-2.

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2025Randomized Quasi-Monte Carlo Methods for Risk-Averse Stochastic Optimization. (2025). Melnikov, Olena ; Milz, Johannes. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:206:y:2025:i:1:d:10.1007_s10957-025-02693-6.

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Works by Darinka Dentcheva:

YearTitleTypeCited
2025An Axiomatic Risk-Reward Framework for Sustainable Investing In: Papers.
[Full Text][Citation analysis]		paper0
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]		article14
2006Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article59
2006Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		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]		article3
2016Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints In: Operations Research.
[Full Text][Citation analysis]		article2
2023Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems In: Operations Research.
[Full Text][Citation analysis]		article1
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]		article7
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]		article14
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]		article8
2020Stochastic optimization: theory and applications In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2020Correction to: Preface: Stochastic optimization: theory and applications.(2020) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2023The deepest event cuts in risk-averse optimization with application to radiation therapy design In: Computational Optimization and Applications.
[Full Text][Citation analysis]		article1
2010Portfolio Optimization with Risk Control by Stochastic Dominance Constraints In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2004Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article11
2018On the price of risk in a mean-risk optimization model In: Quantitative Finance.
[Full Text][Citation analysis]		article1
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]		paper26
2005Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team