7
H index
5
i10 index
159
Citations
Darinka Dentcheva : Citation Profile
Stevens Institute of Technology | RESEARCH PRODUCTION: 20 Articles 6 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1997 - 2025). 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 | 7 |
| Annals of the Institute of Statistical Mathematics | 2 |
| 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 (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2026 | A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models. (2025). Sayit, Hasanjan. In: Papers. RePEc:arx:papers:2202.02488. Full description at Econpapers || Download paper |
| 2025 | Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896. Full description at Econpapers || Download paper |
| 2025 | Measures of stochastic non-dominance in portfolio optimization. (2025). Junov, Jana ; Kopa, Milo. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:269-283. Full description at Econpapers || Download paper |
| 2025 | Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440. Full description at Econpapers || Download paper |
| 2025 | Random Descent Steps in a Probability Maximization Scheme. (2025). Fbin, Csaba I ; Szntai, Tams ; Drenyovszki, Rajmund ; Csizms, Edit. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:205:y:2025:i:1:d:10.1007_s10957-025-02619-2. Full description at Econpapers || Download paper |
| 2025 | Randomized Quasi-Monte Carlo Methods for Risk-Averse Stochastic Optimization. (2025). Melnikov, Olena ; Milz, Johannes. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:206:y:2025:i:1:d:10.1007_s10957-025-02693-6. Full description at Econpapers || Download paper |
Works by Darinka Dentcheva:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2026 | An Axiomatic Risk-Reward Framework 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 | 59 |
| 2006 | Portfolio Optimization With Stochastic Dominance Constraints.(2006) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | 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 | 3 |
| 2016 | Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints In: Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2023 | Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems In: Operations Research. [Full Text][Citation analysis] | article | 0 |
| 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 | 6 |
| 2025 | Central limit theorems for vector-valued composite functionals with smoothing and applications In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 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 | 14 |
| 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.(2020) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2025 | Risk-averse classification In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2023 | The deepest event cuts in risk-averse optimization with application to radiation therapy design In: Computational Optimization and Applications. [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 |
| 2024 | On Risk Evaluation and Control of Distributed Multi-agent Systems In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2004 | Dual methods for probabilistic optimization problems * In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 1997 | Optimale Blockauswahl bei der Kraftwerkseinsatzplanung In: Springer Books. [Citation analysis] | chapter | 0 |
| 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 March, 14 2025. Contact: CitEc Team