7
H index
4
i10 index
148
Citations
Darinka Dentcheva : Citation Profile
Stevens Institute of Technology | RESEARCH PRODUCTION: 15 Articles 6 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). 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:
| Cites to:
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Main data
Where Darinka Dentcheva has published?
| Journals with more than one article published | # docs |
|---|---|
| Annals of Operations Research | 6 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| GE, Growth, Math methods / University Library of Munich, Germany | 3 |
Recent works citing Darinka Dentcheva (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 | Benchmark Beating with the Increasing Convex Order. (2023). Xia, Jianming. In: Papers. RePEc:arx:papers:2311.01692. 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 | Subset SSD for enhanced indexation with sector constraints. (2024). Beasley, John E ; Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2404.16777. Full description at Econpapers || Download paper |
| 2023 | Risk budgeting portfolios from simulations. (2023). Targino, Rodrigo S ; Pesenti, Silvana M ; Paulo, Freitas B. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:3:p:1040-1056. Full description at Econpapers || Download paper |
| 2024 | A target-time-windows technique for project scheduling under uncertainty. (2024). Pagnoncelli, Bernardo ; Goycoolea, Marcos ; Lamas, Patricio ; Newman, Alexandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:792-806. Full description at Econpapers || Download paper |
| 2023 | A financial modeling approach to industry exchange-traded funds selection. (2023). Conlon, Thomas ; cotter, john ; Post, Thierry ; Kovalenko, Illia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001081. Full description at Econpapers || Download paper |
| 2023 | How does a change in downside risk affect optimal demand for a risky asset?: Comparative statics on Tail Conditional Expectation. (2023). Nakamura, Kazuki. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010401. Full description at Econpapers || Download paper |
| 2023 | Portfolio diversification and sustainable assets from new perspectives. (2023). Kanamura, Takashi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00336-x. Full description at Econpapers || Download paper |
| 2023 | Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes. (2023). Chicoisne, Renaud. In: Computational Optimization and Applications. RePEc:spr:coopap:v:84:y:2023:i:3:d:10.1007_s10589-022-00445-0. Full description at Econpapers || Download paper |
| 2023 | Stochastic Composition Optimization of Functions Without Lipschitz Continuous Gradient. (2023). Tajbakhsh, Sam Davanloo ; Liu, Yin. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:1:d:10.1007_s10957-023-02180-w. Full description at Econpapers || Download paper |
Works by Darinka Dentcheva:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | ESG-coherent risk measures for sustainable investing In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Mean-risk tests of stochastic dominance In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
| 2012 | Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 14 |
| 2006 | Portfolio optimization with stochastic dominance constraints In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 54 |
| 2006 | Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2010 | Shape-restricted inference for Lorenz curves using duality theory In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2016 | Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints In: Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2012 | Common mathematical foundations of expected utility and dual utility theories In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Statistical estimation of composite risk functionals and risk optimization problems In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 4 |
| 2001 | On Differentiability of Metric Projections onto Moving Convex Sets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Kusuoka representation of higher order dual risk measures In: Annals of Operations Research. [Full Text][Citation analysis] | article | 13 |
| 2012 | Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2012 | Augmented Lagrangian method for probabilistic optimization In: Annals of Operations Research. [Full Text][Citation analysis] | article | 8 |
| 2020 | Stochastic optimization: theory and applications In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2020 | Correction to: Preface: Stochastic optimization: theory and applications In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2010 | Portfolio Optimization with Risk Control by Stochastic Dominance Constraints In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 0 |
| 2004 | Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 9 |
| 2018 | On the price of risk in a mean-risk optimization model In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2005 | Convexification of Stochastic Ordering In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Optimization Under First Order Stochastic Dominance Constraints In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 26 |
| 2005 | Inverse stochastic dominance constraints and rank dependent expected utility theory In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team