Wlodzimierz Ogryczak : Citation Profile


Are you Wlodzimierz Ogryczak?

10

H index

10

i10 index

343

Citations

RESEARCH PRODUCTION:

35

Articles

6

Papers

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 11
   Journals where Wlodzimierz Ogryczak has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 18 (4.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pog49
   Updated: 2019-11-16    RAS profile: 2019-03-07    
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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:

Mavrotas, George (6)

Ruszczynski, Andrzej (6)

Wong, Wing-Keung (5)

Canestrelli, Elio (5)

Dentcheva, Darinka (5)

Cillo, Alessandra (4)

Whang, Yoon-Jae (3)

Branda, Martin (3)

Maasoumi, Esfandiar (3)

Caporin, Massimiliano (3)

Shapiro, Alexander (3)

Cites to:

Beasley, John (7)

Ruszczynski, Andrzej (5)

Yitzhaki, Shlomo (4)

Peeters, Dominique (4)

Sharpe, William (4)

Schumann, Enrico (4)

Marchi, Ezio (4)

Gilli, Manfred (4)

Oviedo, Jorge (4)

Rothschild, Michael (3)

Stiglitz, Joseph (3)

Main data


Where Wlodzimierz Ogryczak has published?


Journals with more than one article published# docs
European Journal of Operational Research11
Annals of Operations Research5
Environment and Planning A3
Journal of the Operational Research Society3
Mathematical Methods of Operations Research2
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research2

Recent works citing Wlodzimierz Ogryczak (2019 and 2018)


YearTitle of citing document
2018Risk-Based DEA Efficiency and SSD Efficiency of OECD Members Stock Indices. (2018). Keeci, Neslihan Fidan . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:6:y:2018:i:1:p:25-36.

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2018A composition between risk and deviation measures. (2018). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1511.06943.

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2017Optimal Control of Conditional Value-at-Risk in Continuous Time. (2017). Miller, Christopher W ; Yang, Insoon . In: Papers. RePEc:arx:papers:1512.05015.

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2019On 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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2017Cardinality constrained portfolio selection via factor models. (2017). Monge, Juan Francisco . In: Papers. RePEc:arx:papers:1708.02424.

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2017Portfolio Optimization with Entropic Value-at-Risk. (2017). Fallah-Tafti, Malihe ; Ahmadi-Javid, Amir. In: Papers. RePEc:arx:papers:1708.05713.

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

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018Monetary Measures of Risk. (2018). Hamel, Andreas H. In: Papers. RePEc:arx:papers:1812.04354.

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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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2018IDENTIFYING VULNERABILITY TO POVERTY: A CRITICAL SURVEY. (2018). Gallardo, Mauricio. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1074-1105.

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2018Index tracking model, downside risk and non-parametric kernel estimation. (2018). Huang, Jinbo ; Yao, Haixiang ; Li, Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:103-128.

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2017Robust minimum variance portfolio optimization modelling under scenario uncertainty. (2017). Xidonas, Panos ; Samitas, Aristeidis ; Soulis, John ; Hassapis, Christis. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:60-71.

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2017Ordered Weighted Average optimization in Multiobjective Spanning Tree Problem. (2017). Fernandez, Elena ; Scozzari, Andrea ; Puerto, Justo ; Pozo, Miguel A. In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:3:p:886-903.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2017Robust multiobjective portfolio optimization: A minimax regret approach. (2017). Xidonas, Panos ; Zopounidis, Constantin ; Hassapis, Christis ; Mavrotas, George. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:299-305.

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2018Optimal construction and rebalancing of index-tracking portfolios. (2018). Strub, O ; Baumann, P. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:370-387.

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2018Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. (2018). Kallio, Markku ; Hardoroudi, Nasim Dehghan. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:675-685.

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2018Capturing preferences for inequality aversion in decision support. (2018). Argyris, Nikos ; Karsu, Ozlem ; Morton, Alec. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:686-706.

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2018Risk tomography. (2018). Lee, Jinwook ; Prekopa, Andras. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:149-168.

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2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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2018Copula based multivariate semi-Markov models with applications in high-frequency finance. (2018). Damico, Guglielmo ; Petroni, Filippo. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:765-777.

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2018Expected shortfall: Heuristics and certificates. (2018). Ramponi, Federico Alessandro ; Campi, Marco C. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:1003-1013.

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2018Trade-off preservation in inverse multi-objective convex optimization. (2018). , Timothy ; Lee, Taewoo. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:25-39.

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2018Dynamic safety first expected utility model. (2018). Chiu, Mei Choi ; Zhao, Jing ; Wong, Hoi Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:1:p:141-154.

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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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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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2017The economics of electricity generation from Gulf Stream currents. (2017). Li, Binghui ; Neary, Vincent S ; Keeler, Andrew G ; He, Ruoying ; Bane, John ; Decarolis, Joseph F ; de Queiroz, Anderson Rodrigo. In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:649-658.

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2018A simulation comparison of risk measures for portfolio optimization. (2018). Righi, Marcelo Brutti ; Borenstein, Denis. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:105-112.

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2018Fair profit distribution in multi-echelon supply chains via transfer prices. (2018). Liu, Songsong ; Papageorgiou, Lazaros G. In: Omega. RePEc:eee:jomega:v:80:y:2018:i:c:p:77-94.

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2018Equitable decision making approaches over allocations of multiple benefits to multiple entities. (2018). Kaynar, Nur ; Karsu, Ozlem. In: Omega. RePEc:eee:jomega:v:81:y:2018:i:c:p:85-98.

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2017Improving the design of urban loading zone systems. (2017). Muuzuri, Jess ; Escudero, Alejandro ; Abaurrea, Ftima ; Cuberos, Manuel. In: Journal of Transport Geography. RePEc:eee:jotrge:v:59:y:2017:i:c:p:1-13.

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2017Capacity planning for cluster tools in the semiconductor industry. (2017). Romauch, Martin ; Hartl, Richard F. In: International Journal of Production Economics. RePEc:eee:proeco:v:194:y:2017:i:c:p:167-180.

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2017A confidence-based approach to reliability design considering correlated failures. (2017). Fiondella, Lance ; Li, Chendong ; Chang, Ping-Chen ; Pham, Hoang ; Lin, Yi-Kuei. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:165:y:2017:i:c:p:102-114.

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2018Reconfiguring a set of coverage-providing facilities under travel time uncertainty. (2018). Berman, Oded ; Rahimi-Vahed, Alireza ; Krass, Dmitry ; Hajizadeh, Iman. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:62:y:2018:i:c:p:1-12.

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2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667.

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2018Fuzzy Portfolio Optimization of Power Generation Assets. (2018). Madlener, Reinhard ; Glensk, Barbara. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3043-:d:180818.

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2017Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance. (2017). Wong, Wing-Keung ; Niu, Cuizhen ; Xu, Qunfang . In: MPRA Paper. RePEc:pra:mprapa:75948.

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2017Farinelli and Tibiletti ratio and Stochastic Dominance. (2017). Wong, Wing-Keung ; Zhu, Lixing ; Niu, Cuizhen. In: MPRA Paper. RePEc:pra:mprapa:82737.

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2017Statistical estimation of composite risk functionals and risk optimization problems. (2017). Dentcheva, Darinka ; Ruszczyski, Andrzej ; Penev, Spiridon. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:4:d:10.1007_s10463-016-0559-8.

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2017Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. (2017). Lejeune, Miguel ; Prasad, Srinivas Y ; Ji, Ran. In: Annals of Operations Research. RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2230-4.

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2017Solving cardinality constrained mean-variance portfolio problems via MILP. (2017). Korhonen, Pekka ; Kallio, Markku ; Keshvari, Abolfazl ; Hardoroudi, Nasim Dehghan. In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2447-x.

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2017Financial analysis based sectoral portfolio optimization under second order stochastic dominance. (2017). Sharma, Amita ; Mehra, Aparna. In: Annals of Operations Research. RePEc:spr:annopr:v:256:y:2017:i:1:d:10.1007_s10479-015-2095-y.

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2018A fair division approach to humanitarian logistics inspired by conditional value-at-risk. (2018). Chapman, Amy Givler ; Mitchell, John E. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:1:d:10.1007_s10479-016-2322-1.

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2018Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. (2018). Lejeune, Miguel ; Ji, Ran. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2044-9.

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2018On the robustness of portfolio allocation under copula misspecification. (2018). Prigent, Jean-Luc ; ben Saida, Abdallah. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2137-0.

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2018Multiobjective portfolio optimization: bridging mathematical theory with asset management practice. (2018). Xidonas, Panos ; Zopounidis, Constantin ; Staikouras, Christos ; Mavrotas, George ; Hassapis, Christis. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-016-2346-6.

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2018A modular capacitated multi-objective model for locating maritime search and rescue vessels. (2018). Akbari, Amin ; Eiselt, H A ; Pelot, Ronald. In: Annals of Operations Research. RePEc:spr:annopr:v:267:y:2018:i:1:d:10.1007_s10479-017-2593-1.

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2018Computational experiment of critical event tabu search for the general integer multidimensional knapsack problem. (2018). Alidaee, Bahram ; Kethley, Bryan ; Wang, Haibo ; Ramalingam, Vijay P. In: Annals of Operations Research. RePEc:spr:annopr:v:269:y:2018:i:1:d:10.1007_s10479-017-2675-0.

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2018Robust multiobjective optimization with application to Internet routing. (2018). Doolittle, Erin K ; Wiecek, Margaret M. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-017-2751-5.

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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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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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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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2017Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0.

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2018Application of linear programming in optimizing the procurement and movement of coal for an Indian coal-fired power-generating company. (2018). Mitra, Subrata ; Avittathur, Balram. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:3:d:10.1007_s40622-018-0184-x.

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2018Portfolio optimization with pw-robustness. (2018). Gabrel, Virginie ; Thiele, Aurelie ; Murat, Cecile . In: EURO Journal on Computational Optimization. RePEc:spr:eurjco:v:6:y:2018:i:3:d:10.1007_s13675-018-0096-8.

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2018The double pivot simplex method. (2018). Vitor, Fabio ; Easton, Todd . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:1:d:10.1007_s00186-017-0610-4.

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2017Omega-CVaR portfolio optimization and its worst case analysis. (2017). Utz, Sebastian ; Mehra, Aparna ; Sharma, Amita . In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:39:y:2017:i:2:d:10.1007_s00291-016-0462-y.

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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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2017Diversified models for portfolio selection based on uncertain semivariance. (2017). Chen, Lin ; Rosyida, Isnaini ; Zhang, BO ; Peng, Jin. In: International Journal of Systems Science. RePEc:taf:tsysxx:v:48:y:2017:i:3:p:637-648.

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2017A Quantitative Optimization Framework for Market-Driven Academic Program Portfolios. (2017). Hamers, Herbert ; Burgher, Joshua . In: Discussion Paper. RePEc:tiu:tiucen:e0782c5b-c2ad-443d-b0ad-9a5963c7ed45.

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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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article13
1999From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research.
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article125
1997From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers.
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2000Inequality measures and equitable approaches to location problems In: European Journal of Operational Research.
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article12
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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article11
2004Methodological foundations of multi-criteria decision making In: European Journal of Operational Research.
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article0
2004Equitable aggregations and multiple criteria analysis In: European Journal of Operational Research.
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article13
2014Twenty years of linear programming based portfolio optimization In: European Journal of Operational Research.
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article26
2016Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem In: European Journal of Operational Research.
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article7
2014Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem.(2014) In: MPRA Paper.
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2019A revised Variable Neighborhood Search for the Discrete Ordered Median Problem In: European Journal of Operational Research.
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article0
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
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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article0
1988A multiobjective approach to the reorganization of health-service areas: a case study In: Environment and Planning A.
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1988A Multiobjective Approach to the Reorganization of Health-Service Areas: A Case Study.(1988) 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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1995The Multiple Criteria Location Problem: 1. A Generalized Network Model and the Set of Efficient Solutions.(1995) In: Environment and Planning A.
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This paper has another version. Agregated cites: 2
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1996The multiple criteria location problem: 2. Preference-based techniques and interactive decision support In: Environment and Planning A.
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1996The Multiple Criteria Location Problem: 2. Preference-Based Techniques and Interactive Decision Support.(1996) In: Environment and Planning A.
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This paper has another version. Agregated cites: 3
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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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article1
2007Conditional value at risk and related linear programming models for portfolio optimization In: Annals of Operations Research.
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article43
2009Inequality measures and equitable locations In: Annals of Operations Research.
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article7
2000Multiple criteria linear programming model for portfolio selection In: Annals of Operations Research.
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article19
2011On solving the dual for portfolio selection by optimizing Conditional Value at Risk In: Computational Optimization and Applications.
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article7
2017Efficient optimization of the reward-risk ratio with polyhedral risk measures In: Mathematical Methods of Operations Research.
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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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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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article10
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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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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