Andrzej Ruszczynski : Citation Profile

Are you Andrzej Ruszczynski?

10

H index

11

i10 index

400

Citations

RESEARCH PRODUCTION:

10

Articles

34

Papers

RESEARCH ACTIVITY:

   20 years (1992 - 2012). See details.
   Cites by year: 20
   Journals where Andrzej Ruszczynski has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 27 (6.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru30
   Updated: 2020-01-15    RAS profile: 2018-07-11    
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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 Andrzej Ruszczynski.

Is cited by:

Dentcheva, Darinka (15)

Ogryczak, Wlodzimierz (7)

Wong, Wing-Keung (6)

Lejeune, Miguel (5)

Branda, Martin (4)

Cillo, Alessandra (4)

Stadje, Mitja (4)

Topaloglou, Nikolas (3)

Maasoumi, Esfandiar (3)

Shapiro, Alexander (3)

Xu, Mingxin (3)

Cites to:

Dentcheva, Darinka (12)

Birge, John (7)

Ogryczak, Wlodzimierz (6)

Rothschild, Michael (5)

Stiglitz, Joseph (5)

Markowitz, Harry (5)

Acerbi, Carlo (5)

Schied, Alexander (4)

Wallace, Stein (4)

Hanoch, Giora (3)

Shapiro, Alexander (3)

Main data

Where Andrzej Ruszczynski has published?

Journals with more than one article published# docs
European Journal of Operational Research8

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

Recent works citing Andrzej Ruszczynski (2018 and 2017)

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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2017A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time. (2017). Cialenco, Igor ; Bielecki, Tomasz R. ; Pitera, Marcin. In: Papers. RePEc:arx:papers:1409.7028.

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2018A Supermartingale Relation for Multivariate Risk Measures. (2018). Feinstein, Zachary ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1510.05561.

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

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

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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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2017On exact and approximate stochastic dominance strategies for portfolio selection. (2017). Bruni, Renato ; Tardella, Fabio ; Scozzari, Andrea ; Cesarone, Francesco . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:322-329.

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2017Mergers and acquisitions between risk-averse parties. (2017). Avinadav, Tal ; Perlman, Yael ; Chernonog, Tatyana. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:926-934.

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2017Risk-averse stochastic path detection. (2017). Collado, Ricardo ; Priekule, Laura ; Meisel, Stephan . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:1:p:195-211.

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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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2017Higher-degree stochastic dominance optimality and efficiency. (2017). Fang, YI ; Post, Thierry. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:984-993.

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2017A survey on risk-averse and robust revenue management. (2017). Gonsch, Jochen . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:337-348.

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2018Risk analysis and decision theory: A bridge. (2018). Borgonovo, E ; Marinacci, M ; Maccheroni, F ; Cappelli, V. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:280-293.

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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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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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2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

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2018Newsvendor problem with clearance pricing. (2018). Mitra, Subrata. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:193-202.

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2019A newsvendor analysis of a binomial yield production process. (2019). Choi, Sung Yong ; Park, Kwangtae ; Kim, Jinmin ; Jeon, Sumin. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:983-991.

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2019Advancements in stochastic dominance efficiency tests. (2019). Hardoroudi, Nasim Dehghan ; Kallio, Markku. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:790-794.

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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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2019Option-Based performance participation. (2019). BERTRAND, Philippe ; Zagst, Rudi ; Kraus, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61.

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2017Two-stage stochastic mixed-integer linear programming: The conditional scenario approach. (2017). Beltran-Royo, C. In: Omega. RePEc:eee:jomega:v:70:y:2017:i:c:p:31-42.

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2019The effect of information superiority on a supply chain of virtual products. (2019). Ben-Zvi, Tal ; Chernonog, Tatyana ; Avinadav, Tal. In: International Journal of Production Economics. RePEc:eee:proeco:v:216:y:2019:i:c:p:384-397.

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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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2017Resilient facility location against the risk of disruptions. (2017). Yu, Guodong ; Liu, Yang ; Haskell, William B. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:104:y:2017:i:c:p:82-105.

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2017Capacity investment in supply chain with risk averse supplier under risk diversification contract. (2017). He, Juan ; Pan, Kai ; Ma, Chao. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:106:y:2017:i:c:p:255-275.

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2017A Probabilistically Constrained Approach for the Energy Procurement Problem. (2017). Beraldi, Patrizia ; Carrozzino, Gianluca ; Bruni, Maria Elena ; Violi, Antonio. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:12:p:2179-:d:123575.

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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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2019Payoffs-Beliefs Duality and the Value of Information. (2019). Gossner, Olivier ; de Lara, Michel. In: Working Papers. RePEc:hal:wpaper:hal-01941006.

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2017Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns. (2017). SADEFO, Jules ; Andjiga, Nicolas Gabriel ; Fono, Louis Aime ; Kamdem, Jules Sadefo ; Tassak, Christian Deffo. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-016-0164-5.

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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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2017Aspects of optimization with stochastic dominance. (2017). Haskell, William B ; Shen, Max Z ; Shanthikumar, George J. In: Annals of Operations Research. RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2299-9.

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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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2017The optimal harvesting problem under price uncertainty: the risk averse case. (2017). Pagnoncelli, Bernardo K ; Piazza, Adriana . In: Annals of Operations Research. RePEc:spr:annopr:v:258:y:2017:i:2:d:10.1007_s10479-015-1963-9.

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2017Robust multicriteria risk-averse stochastic programming models. (2017). Liu, Xiao ; Noyan, Nilay ; Kuukyavuz, Simge. In: Annals of Operations Research. RePEc:spr:annopr:v:259:y:2017:i:1:d:10.1007_s10479-017-2526-z.

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2018Individual optimal pension allocation under stochastic dominance constraints. (2018). Kopa, Milo ; Vitali, Sebastiano ; Moriggia, Vittorio. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2387-x.

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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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2018Inventory centralization with risk-averse newsvendors. (2018). Zhang, Jiahua ; Xu, Yifan ; Fang, Shu-Cherng. In: Annals of Operations Research. RePEc:spr:annopr:v:268:y:2018:i:1:d:10.1007_s10479-017-2578-0.

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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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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). Frydenberg, Stein ; Westgaard, Sjur ; Pichler, Alois ; Sonsteng, Tom Erik. 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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2017Novel approaches for portfolio construction using second order stochastic dominance. (2017). Valle, Cristiano Arbex ; Mitra, Gautam ; Roman, Diana. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0274-9.

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2017Log-robust portfolio management with parameter ambiguity. (2017). Kawas, Ban ; Thiele, Aurelie . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0275-8.

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2018ALM models based on second order stochastic dominance. (2018). Alwohaibi, Maram ; Roman, Diana. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0299-8.

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2018A systematic approach for examining the impact of calibration uncertainty in disease modeling. (2018). Chen, Jing Voon ; Hintlian, Michael ; Higle, Julia L. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0329-6.

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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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2018Modeling Stochastic Dominance as Infinite-Dimensional Constraint Systems via the Strassen Theorem. (2018). Haskell, William B ; Toriello, Alejandro. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:178:y:2018:i:3:d:10.1007_s10957-018-1339-9.

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2017Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics. (2017). Singh, Arti ; Selvamuthu, Dharmaraja . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0582-4.

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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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2017Multi-product selective newsvendor problem with service level constraints and market selection flexibility. (2017). Mohammad, ; Selim, Shokri Z ; Syed, Mujahid N. In: International Journal of Production Research. RePEc:taf:tprsxx:v:55:y:2017:i:1:p:96-117.

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Works by Andrzej Ruszczynski:

YearTitleTypeCited
2003Frontiers of Stochastically Nondominated Portfolios In: Econometrica.
[Full Text][Citation analysis]		article19
1997Thirteenth EURO Summer Institute: Stochastic Optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
1997Accelerating the regularized decomposition method for two stage stochastic linear problems In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
1999From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research.
[Full Text][Citation analysis]		article126
1997From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126		paper
2005Beam search heuristic to solve stochastic integer problems under probabilistic constraints In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2008Risk-adjusted probability measures in portfolio optimization with coherent measures of risk In: European Journal of Operational Research.
[Full Text][Citation analysis]		article17
2011A multi-product risk-averse newsvendor with exponential utility function In: European Journal of Operational Research.
[Full Text][Citation analysis]		article22
2012Tractable Almost Stochastic Dominance In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
1996Cost-effective sulphur emission reduction under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2006Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article42
2006Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2000Noncooperative Convex Games: Computing Equilibrium by Partial Regularization. In: Norway; Department of Economics, University of Bergen.
[Citation analysis]		paper0
1994Noncooperative Convex Games: Computing Equilibrium By Partial Regularization..(1994) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2006Computing Normalized Equilibria in Convex-Concave Games In: Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2006Computing Normalized Equilibria in Convex-Concave Games.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2012Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper.
[Full Text][Citation analysis]		paper3
1997On Stochastic Dominance and Mean-Semideviation Models. In: Working Papers.
[Full Text][Citation analysis]		paper4
1997Constraint Aggregation in Infinite-Dimensional Spaces and Applications. In: Working Papers.
[Full Text][Citation analysis]		paper0
1992Augmented Lagrangian Decomposition for Sparse Convex Optimization. In: Working Papers.
[Full Text][Citation analysis]		paper0
1993Interior Point Methods in Stochastic Programming. In: Working Papers.
[Full Text][Citation analysis]		paper0
1993Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results. In: Working Papers.
[Full Text][Citation analysis]		paper2
1993Configurations of Series-Parallel Networks with Maximum Reliability. In: Working Papers.
[Full Text][Citation analysis]		paper0
1994On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs. In: Working Papers.
[Full Text][Citation analysis]		paper4
1994On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs..(1994) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1994Parallel Solution of Linear Programs Via Nash Equilibria. In: Working Papers.
[Full Text][Citation analysis]		paper1
1994A Partial Regularization Method for Saddle Point Seeking. In: Working Papers.
[Full Text][Citation analysis]		paper0
1994On Optimal Allocation of Indivisibles Under Uncertainty. In: Working Papers.
[Full Text][Citation analysis]		paper3
1994Perturbation Methods for Saddle Point Computation. In: Working Papers.
[Full Text][Citation analysis]		paper3
1994Cost-Effective Sulphur Reduction Under Uncertainty. In: Working Papers.
[Full Text][Citation analysis]		paper0
1995On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. In: Working Papers.
[Full Text][Citation analysis]		paper0
1995Constraint Aggregation Principle in Convex Optimization. In: Working Papers.
[Full Text][Citation analysis]		paper6
1995Convex Optimization by Radial Search. In: Working Papers.
[Full Text][Citation analysis]		paper0
1995Decomposition via Alternating Linearization. In: Working Papers.
[Full Text][Citation analysis]		paper1
1996On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems. In: Working Papers.
[Full Text][Citation analysis]		paper0
1996On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. In: Working Papers.
[Full Text][Citation analysis]		paper1
1996A Branch and Bound Method for Stochastic Global Optimization. In: Working Papers.
[Full Text][Citation analysis]		paper6
1996Managing Water Quality under Uncertainty: Application of a New Stochastic Branch and Bound Method. In: Working Papers.
[Full Text][Citation analysis]		paper1
2005Convexification of Stochastic Ordering In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper4
2005Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper32
2005Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods.
[Full Text][Citation analysis]		paper11
2005Optimization of Convex Risk Functions In: Risk and Insurance.
[Full Text][Citation analysis]		paper36
2005Conditional Risk Mappings In: Risk and Insurance.
[Full Text][Citation analysis]		paper16
2004Optimization of Risk Measures In: Risk and Insurance.
[Full Text][Citation analysis]		paper8

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