Wlodzimierz Ogryczak : Citation Profile


Are you Wlodzimierz Ogryczak?

11

H index

11

i10 index

398

Citations

RESEARCH PRODUCTION:

37

Articles

6

Papers

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 12
   Journals where Wlodzimierz Ogryczak has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 18 (4.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pog49
   Updated: 2020-11-28    RAS profile: 2020-01-18    
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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 Wlodzimierz Ogryczak.

Is cited by:

Ruszczynski, Andrzej (13)

Wong, Wing-Keung (7)

Mavrotas, George (6)

Dentcheva, Darinka (5)

Canestrelli, Elio (5)

Cillo, Alessandra (4)

Whang, Yoon-Jae (3)

Shapiro, Alexander (3)

Caporin, Massimiliano (3)

Lejeune, Miguel (3)

Branda, Martin (3)

Cites to:

Peeters, Dominique (7)

Beasley, John (7)

Sharpe, William (5)

Thisse, Jacques (5)

Ruszczynski, Andrzej (5)

Marchi, Ezio (4)

Stiglitz, Joseph (4)

Yitzhaki, Shlomo (4)

Schumann, Enrico (4)

Oviedo, Jorge (4)

Gilli, Manfred (4)

Main data


Where Wlodzimierz Ogryczak has published?


Journals with more than one article published# docs
European Journal of Operational Research11
Annals of Operations Research5
Journal of the Operational Research Society3
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research2
Journal of Applied Mathematics2
Mathematical Methods of Operations Research2

Recent works citing Wlodzimierz Ogryczak (2020 and 2019)


YearTitle of citing document
2020On a robust risk measurement approach for capital determination errors minimization. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829.

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2020A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977.

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2019Myopic robust index tracking with Bregman divergence. (2019). Wu, Wei ; Shevchenko, Pavel ; Penev, Spiridon. In: Papers. RePEc:arx:papers:1908.07659.

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2019Fairness in Multi-agent Reinforcement Learning for Stock Trading. (2019). Bao, Wenhang. In: Papers. RePEc:arx:papers:2001.00918.

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2020Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk. (2020). Kim, Young Shin. In: Papers. RePEc:arx:papers:2007.13972.

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2020The Roadside Healthcare Facility Location Problem A Managerial Network Design Challenge. (2020). , Albert ; van De, Joris ; de Vries, Harwin. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:5:p:1165-1187.

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2019A bi-level programming approach for global investment strategies with financial intermediation. (2019). Benita, Francisco ; Nasini, Stefano ; Lopez-Ramos, Francisco . In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:375-390.

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2019Optimal strategies under Omega ratio. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:755-767.

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2019Multi-criteria optimization and decision-making in radiotherapy. (2019). Heijmen, Ben ; van Haveren, Rens ; Craft, David ; Breedveld, Sebastiaan . In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:1:p:1-19.

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2019Portfolio optimization with entropic value-at-risk. (2019). Fallah-Tafti, Malihe ; Ahmadi-Javid, Amir. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:1:p:225-241.

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2019An Iterated Min–Max procedure for practical workload balancing on non-identical parallel machines in manufacturing systems. (2019). Dauzere-Peres, Stephane ; Christ, Quentin ; Lepelletier, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:419-428.

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2020A lexicographic minimax approach to the vehicle routing problem with route balancing. (2020). Lehuede, Fabien ; Tricoire, Fabien ; Peton, Olivier. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:129-147.

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2020Optimal influenza vaccine distribution with equity. (2020). Enayati, Shakiba ; Ozaltin, Osman Y. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:714-725.

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2020Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs. (2020). Puerto, Justo ; Ponce, Diego ; Leal, Marina. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:712-727.

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2020Approximating combinatorial optimization problems with the ordered weighted averaging criterion. (2020). Zieliski, Pawe ; Kasperski, Adam ; Goerigk, Marc ; Chassein, Andre. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:828-838.

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2020A fresh view on the Discrete Ordered Median Problem based on partial monotonicity. (2020). Puerto, Justo ; Ponce, Diego ; Marin, Alfredo. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:839-848.

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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:132-152.

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2020Tracking and outperforming large stock-market indices. (2020). Strub, O ; Gnagi, M. In: Omega. RePEc:eee:jomega:v:90:y:2020:i:c:s0305048318302640.

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2019Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends. (2019). Polat, Onur ; Fito, Angels ; Juan, Angel A ; Kizys, Renatas ; Doering, Jana. In: Operations Research Perspectives. RePEc:eee:oprepe:v:6:y:2019:i:c:s2214716019300399.

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2020Mixed value-at-risk and its numerical investigation. (2020). Sharma, Amita ; Goel, Anubha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931965x.

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2020Ambulance allocation optimization model for the overcrowding problem in US emergency departments: A case study in Florida. (2020). Charkhgard, Hadi ; Zayas-Castro, Jose L ; Acuna, Jorge A. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:71:y:2020:i:c:s0038012118304191.

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2020Spatial and social equity implications for High-Speed Railway lines in Northern Italy. (2020). Bruzzone, Francesco ; Cavallaro, Federico ; Nocera, Silvio. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:135:y:2020:i:c:p:327-340.

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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020Sustainable Development of the Arctic Indigenous Communities: The Approach to Projects Optimization of Mining Company. (2020). Gassiy, Violetta ; Novoselova, Irina ; Potravny, Ivan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:7963-:d:419794.

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2020Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200. (2020). Jain, Shrey ; Chakrabarty, Siddhartha P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09294-0.

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2019Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2.

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2019Optimal Value-at-Risk Disclosure. (2019). Barbosa, Antonio ; Seixas, Mario . In: MPRA Paper. RePEc:pra:mprapa:97526.

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2019Enhanced indexing using weighted conditional value at risk. (2019). Mehra, Aparna ; Sehgal, Ruchika. In: Annals of Operations Research. RePEc:spr:annopr:v:280:y:2019:i:1:d:10.1007_s10479-019-03132-2.

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2019NORTA for portfolio credit risk. (2019). Tran, Quang Khoi ; Channouf, Nabil ; Ben-Ameur, Hatem ; Ayadi, Mohamed A. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2829-8.

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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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2020Multicriteria saliency detection: a (exact) robust network design approach. (2020). Diaz-Guerrero, John ; Alvarez-Miranda, Eduardo. In: Annals of Operations Research. RePEc:spr:annopr:v:286:y:2020:i:1:d:10.1007_s10479-018-2801-7.

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2020Robust portfolio optimization: a categorized bibliographic review. (2020). Xidonas, Panos ; Hassapis, Christis ; Steuer, Ralph. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-020-03630-8.

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2020Enhanced index tracking with CVaR-based ratio measures. (2020). Guastaroba, Gianfranco ; Speranza, Grazia M ; Ogryczak, Wlodzimierz ; Mansini, Renata. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-020-03518-7.

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2019Volatility versus downside risk: performance protection in dynamic portfolio strategies. (2019). Consigli, Giorgio ; Canestrelli, Elio ; Barro, Diana . In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0310-4.

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2020Portfolio selection: a fuzzy-ANP approach. (2020). Ghezelbash, Maryam ; Rafiei, Farimah Mokhatab ; Galankashi, Masoud Rahiminezhad . In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00175-4.

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2020An optimization–diversification approach to portfolio selection. (2020). Tardella, Fabio ; Scozzari, Andrea ; Cesarone, Francesco. In: Journal of Global Optimization. RePEc:spr:jglopt:v:76:y:2020:i:2:d:10.1007_s10898-019-00809-7.

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2020Measuring Vulnerability to Multidimensional Poverty. (2020). Gallardo, Mauricio . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:148:y:2020:i:1:d:10.1007_s11205-019-02192-y.

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2019Allais’ paradox and resource allocation in telecommunication networks. (2019). Debbah, Merouane ; Haddad, Yoram ; Ezran, Philippe. In: Telecommunication Systems: Modelling, Analysis, Design and Management. RePEc:spr:telsys:v:70:y:2019:i:3:d:10.1007_s11235-018-0484-7.

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2019A directional approach to gradual cover. (2019). Drezner, Tammy ; Kalczynski, Pawel . In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:27:y:2019:i:1:d:10.1007_s11750-018-00493-y.

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2020Discrete ordered median problem with induced order. (2020). Marin, Alfredo ; Dominguez, Enrique. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:28:y:2020:i:3:d:10.1007_s11750-020-00570-1.

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2019Decision makers preferences modeling for multiple objective stochastic linear programming problems. (2019). Bellahcene, Fatima. In: Operations Research and Decisions. RePEc:wut:journl:v:3:y:2019:p:5-16:id:1456.

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Works by Wlodzimierz Ogryczak:


YearTitleTypeCited
1997On the lexicographic minimax approach to location problems In: European Journal of Operational Research.
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article15
1999From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research.
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article133
1997From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers.
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This paper has another version. Agregated cites: 133
paper
2000Inequality measures and equitable approaches to location problems In: European Journal of Operational Research.
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article17
2001Comments on properties of the minmax solutions in goal programming In: European Journal of Operational Research.
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article0
2003On solving linear programs with the ordered weighted averaging objective In: European Journal of Operational Research.
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article12
2004Methodological foundations of multi-criteria decision making In: European Journal of Operational Research.
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article1
2004Equitable aggregations and multiple criteria analysis In: European Journal of Operational Research.
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article14
2014Twenty years of linear programming based portfolio optimization In: European Journal of Operational Research.
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article32
2016Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem In: European Journal of Operational Research.
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article12
2014Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem.(2014) In: MPRA Paper.
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paper
2019A revised Variable Neighborhood Search for the Discrete Ordered Median Problem In: European Journal of Operational Research.
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article3
1989A solver for the multi-objective transshipment problem with facility location In: European Journal of Operational Research.
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article5
2008A multi-criteria approach to fair and efficient bandwidth allocation In: Omega.
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article15
2014Fair Optimization and Networks: Models, Algorithms, and Applications In: Journal of Applied Mathematics.
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article0
2014Fair Optimization and Networks: A Survey In: Journal of Applied Mathematics.
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article5
2001On goal programming formulations of the reference point method In: Journal of the Operational Research Society.
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article1
2001Comments 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.
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article0
2001Comments on Reply by Romero et al In: Journal of the Operational Research Society.
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1988A multiobjective approach to the reorganization of health-service areas: a case study In: Environment and Planning A.
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1995The multiple criteria location problem: 1. A generalized network model and the set of efficient solutions In: Environment and Planning A.
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article2
1996The multiple criteria location problem: 2. Preference-based techniques and interactive decision support In: Environment and Planning A.
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article2
In: .
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In: .
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In: .
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2002Conditional Median: A Parametric Solution Concept for Location Problems In: Annals of Operations Research.
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article8
2003On Multiple Criteria Decision Support for Suppliers on the Competitive Electric Power Market In: Annals of Operations Research.
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article2
2007Conditional value at risk and related linear programming models for portfolio optimization In: Annals of Operations Research.
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article47
2009Inequality measures and equitable locations In: Annals of Operations Research.
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article8
2000Multiple criteria linear programming model for portfolio selection In: Annals of Operations Research.
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article23
2011On solving the dual for portfolio selection by optimizing Conditional Value at Risk In: Computational Optimization and Applications.
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article9
2017Efficient optimization of the reward-risk ratio with polyhedral risk measures In: Mathematical Methods of Operations Research.
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article1
2017Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016 In: Mathematical Methods of Operations Research.
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article0
2010Conditional median as a robust solution concept for uncapacitated location problems In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2011Reference point method with importance weighted ordered partial achievements In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article3
2014Tail mean and related robust solution concepts In: International Journal of Systems Science.
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article2
2001Extending the MAD portfolio optimization model to incorporate downside risk aversion In: Naval Research Logistics (NRL).
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article11
1998Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion..(1998) In: Working Papers.
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1997On Stochastic Dominance and Mean-Semideviation Models. In: Working Papers.
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paper3
1994Modular Optimizer for Mixed Integer Programming MOMIP Version 2.1. In: Working Papers.
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1996Modular Optimizer for Mixed Integer Programming MOMIP Version 2.3. In: Working Papers.
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2011ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION In: Asia-Pacific Journal of Operational Research (APJOR).
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article1
2013A COMPROMISE PROGRAMMING APPROACH TO MULTIOBJECTIVE MARKOV DECISION PROCESSES In: International Journal of Information Technology & Decision Making (IJITDM).
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article0

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