13
H index
15
i10 index
557
Citations
Wlodzimierz Ogryczak : Citation Profile
| RESEARCH PRODUCTION: 34 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
31 years (1988 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Wlodzimierz Ogryczak. | Is cited by:
| Cites to:
|
Main data
Where Wlodzimierz Ogryczak has published?
Recent works citing Wlodzimierz Ogryczak (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977. Full description at Econpapers || Download paper |
| 2023 | 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 |
| 2023 | A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809. Full description at Econpapers || Download paper |
| 2024 | Best-Response dynamics in two-person random games with correlated payoffs. (2023). Scarsini, Marco ; Quattropani, Matteo ; Mimun, Hlafo Alfie. In: Papers. RePEc:arx:papers:2209.12967. Full description at Econpapers || Download paper |
| 2023 | Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange. (2023). Mortazavi, Mohsen. In: Papers. RePEc:arx:papers:2304.13818. Full description at Econpapers || Download paper |
| 2024 | Higher order measures of risk and stochastic dominance. (2024). Pichler, Alois. In: Papers. RePEc:arx:papers:2402.15387. Full description at Econpapers || Download paper |
| 2024 | Optimal VPPI strategy under Omega ratio with stochastic benchmark. (2024). Zhang, Litian ; Liang, Zongxia ; He, Lin ; Guan, Guohui. In: Papers. RePEc:arx:papers:2403.13388. Full description at Econpapers || Download paper |
| 2023 | Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157. Full description at Econpapers || Download paper |
| 2023 | Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886. Full description at Econpapers || Download paper |
| 2023 | A branch-and-price approach for the continuous multifacility monotone ordered median problem. (2023). Puerto, Justo ; Ponce, Diego ; Gazquez, Ricardo ; Blanco, Victor. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:105-126. Full description at Econpapers || Download paper |
| 2023 | Cardinality-constrained distributionally robust portfolio optimization. (2023). Nakata, Kazuhide ; Takano, Yuichi ; Kobayashi, Ken. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1173-1182. Full description at Econpapers || Download paper |
| 2024 | Index policy for multiarmed bandit problem with dynamic risk measures. (2024). Avu, Ozlem ; Malekipirbazari, Milad. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:627-640. Full description at Econpapers || Download paper |
| 2024 | Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification. (2024). Scozzari, Andrea ; Ricca, Federica. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:700-717. Full description at Econpapers || Download paper |
| 2024 | A preference elicitation approach for the ordered weighted averaging criterion using solution choice observations. (2024). Hartisch, Michael ; Goerigk, Marc ; Baak, Werner. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1098-1110. Full description at Econpapers || Download paper |
| 2023 | Portfolio optimization using robust mean absolute deviation model: Wasserstein metric approach. (2023). Pardalos, Panos M ; Khanjani-Shiraz, Rashed ; Hosseini-Nodeh, Zohreh. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001083. Full description at Econpapers || Download paper |
| 2024 | Best-response dynamics in two-person random games with correlated payoffs. (2024). Scarsini, Marco ; Quattropani, Matteo ; Mimun, Hlafo Alfie. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:239-262. Full description at Econpapers || Download paper |
| 2023 | Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372. Full description at Econpapers || Download paper |
| 2024 | Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561. Full description at Econpapers || Download paper |
| 2024 | A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization. (2024). Zhang, Wei-Guo ; Yang, Guo-Sen ; Liu, Yong-Jun. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000185. Full description at Econpapers || Download paper |
| 2023 | On the Egalitarian–Utilitarian spectrum in stochastic capacitated resource allocation problems. (2023). Delen, Dursun ; Ahmed, Abdulaziz ; Firouz, Mohammad ; Li, Linda. In: International Journal of Production Economics. RePEc:eee:proeco:v:262:y:2023:i:c:s0925527323001329. Full description at Econpapers || Download paper |
| 2023 | Is there a risk premium? Evidence from thirteen measures. (2023). Ramos, Henrique Pinto ; Muller, Fernanda Maria ; Fracasso, Lais Martins ; Righi, Marcelo Brutti. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:182-199. Full description at Econpapers || Download paper |
| 2023 | Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging. (2023). Kramer, Boris ; Lee, Dongjin. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001230. Full description at Econpapers || Download paper |
| 2023 | A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity. (2023). Ma, Shoufeng ; Zhu, Ning ; Fu, Chenyi ; Chen, Qingxin. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:167:y:2023:i:c:p:235-260. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis. (2023). Zopounidis, Constantin ; Philippas, Dionisis ; Tsionas, Mike G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10277-z. Full description at Econpapers || Download paper |
| 2023 | Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers || Download paper |
| 2024 | A Dynamic Trading Model for Use with a One Step Ahead Optimal Strategy. (2024). Bhaya, Amit ; Kaszkurewicz, Eugenius ; Ferreira, Leonardo Valente. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10375-6. Full description at Econpapers || Download paper |
| 2023 | Risk measures-based cluster methods for finance. (2023). Righi, Marcelo Brutti ; Muller, Fernanda Maria ; Guedes, Pablo Cristini. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00110-0. Full description at Econpapers || Download paper |
| 2023 | Online risk-averse submodular maximization. (2023). Yoshida, Yuichi ; Soma, Tasuku. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:1:d:10.1007_s10479-022-04835-9. Full description at Econpapers || Download paper |
| 2023 | A guide to formulating fairness in an optimization model. (2023). Hooker, J N ; Chen, Violet Xinying. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05264-y. Full description at Econpapers || Download paper |
| 2023 | Extensions to the planar p-median problem. (2023). Kalczynski, Pawel ; Drezner, Zvi ; Church, Richard L. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05279-5. Full description at Econpapers || Download paper |
| 2023 | Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing. (2023). Mehra, Aparna ; Sehgal, Ruchika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00355-w. Full description at Econpapers || Download paper |
| 2023 | Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm. (2023). Rasouli, Z ; Hooshmand, F. In: OPSEARCH. RePEc:spr:opsear:v:60:y:2023:i:3:d:10.1007_s12597-023-00658-9. Full description at Econpapers || Download paper |
| 2023 | A lexicographic maximin approach to the selective assessment routing problem. (2023). Tricoire, Fabien ; Hemmelmayr, Vera C ; Hakimifar, Mohammadmehdi. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00687-8. Full description at Econpapers || Download paper |
| 2023 | Mathematical optimization models for reallocating and sharing health equipment in pandemic situations. (2023). Leal, Marina ; Gazquez, Ricardo ; Blanco, Victor. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:31:y:2023:i:2:d:10.1007_s11750-022-00643-3. Full description at Econpapers || Download paper |
Works by Wlodzimierz Ogryczak:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | On the lexicographic minimax approach to location problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 19 |
| 1999 | From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 161 |
| 1997 | From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | paper | |
| 2000 | Inequality measures and equitable approaches to location problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 26 |
| 2001 | Comments on properties of the minmax solutions in goal programming In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2003 | On solving linear programs with the ordered weighted averaging objective In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 18 |
| 2004 | Methodological foundations of multi-criteria decision making In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2004 | Equitable aggregations and multiple criteria analysis In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 22 |
| 2014 | Twenty years of linear programming based portfolio optimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 57 |
| 2016 | Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 33 |
| 2014 | Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2019 | A revised Variable Neighborhood Search for the Discrete Ordered Median Problem In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 1989 | A solver for the multi-objective transshipment problem with facility location In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
| 2008 | A multi-criteria approach to fair and efficient bandwidth allocation In: Omega. [Full Text][Citation analysis] | article | 17 |
| 2014 | Fair Optimization and Networks: Models, Algorithms, and Applications In: Journal of Applied Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Fair Optimization and Networks: A Survey In: Journal of Applied Mathematics. [Full Text][Citation analysis] | article | 11 |
| 2001 | On goal programming formulations of the reference point method In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 2 |
| 2001 | Comments on Romero C, Tamiz M and Jones DF (1998). Goal programming, compromise programming and reference point method formulations: linkages and utility interpretations In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
| 2001 | Comments on Reply by Romero et al In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 0 |
| 1988 | A Multiobjective Approach to the Reorganization of Health-Service Areas: A Case Study In: Environment and Planning A. [Full Text][Citation analysis] | article | 2 |
| 1995 | The Multiple Criteria Location Problem: 1. A Generalized Network Model and the Set of Efficient Solutions In: Environment and Planning A. [Full Text][Citation analysis] | article | 5 |
| 1996 | The Multiple Criteria Location Problem: 2. Preference-Based Techniques and Interactive Decision Support In: Environment and Planning A. [Full Text][Citation analysis] | article | 5 |
| 2002 | Conditional Median: A Parametric Solution Concept for Location Problems In: Annals of Operations Research. [Full Text][Citation analysis] | article | 13 |
| 2003 | On Multiple Criteria Decision Support for Suppliers on the Competitive Electric Power Market In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2007 | Conditional value at risk and related linear programming models for portfolio optimization In: Annals of Operations Research. [Full Text][Citation analysis] | article | 65 |
| 2009 | Inequality measures and equitable locations In: Annals of Operations Research. [Full Text][Citation analysis] | article | 13 |
| 2000 | Multiple criteria linear programming model for portfolio selection In: Annals of Operations Research. [Full Text][Citation analysis] | article | 31 |
| 2011 | On solving the dual for portfolio selection by optimizing Conditional Value at Risk In: Computational Optimization and Applications. [Full Text][Citation analysis] | article | 13 |
| 2017 | Efficient optimization of the reward-risk ratio with polyhedral risk measures In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2017 | Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016 In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Conditional median as a robust solution concept for uncapacitated location problems In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2011 | Reference point method with importance weighted ordered partial achievements In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2014 | Tail mean and related robust solution concepts In: International Journal of Systems Science. [Full Text][Citation analysis] | article | 4 |
| 2001 | Extending the MAD portfolio optimization model to incorporate downside risk aversion In: Naval Research Logistics (NRL). [Full Text][Citation analysis] | article | 11 |
| 1998 | Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion..(1998) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1997 | On Stochastic Dominance and Mean-Semideviation Models. In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1994 | Modular Optimizer for Mixed Integer Programming MOMIP Version 2.1. In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1996 | Modular Optimizer for Mixed Integer Programming MOMIP Version 2.3. In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION In: Asia-Pacific Journal of Operational Research (APJOR). [Full Text][Citation analysis] | article | 1 |
| 2013 | A COMPROMISE PROGRAMMING APPROACH TO MULTIOBJECTIVE MARKOV DECISION PROCESSES In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team