Wlodzimierz Ogryczak : Citation Profile


Are you Wlodzimierz Ogryczak?

13

H index

15

i10 index

542

Citations

RESEARCH PRODUCTION:

34

Articles

6

Papers

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 17
   Journals where Wlodzimierz Ogryczak has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 18 (3.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pog49
   Updated: 2024-04-18    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 (14)

Wong, Wing-Keung (8)

Canestrelli, Elio (7)

Gallardo, Mauricio (5)

Mavrotas, George (5)

Cillo, Alessandra (4)

Caporin, Massimiliano (4)

Dentcheva, Darinka (4)

Lejeune, Miguel (4)

Whang, Yoon-Jae (3)

Kasperski, Adam (3)

Cites to:

Beasley, John (7)

Ruszczynski, Andrzej (6)

Peeters, Dominique (6)

Sharpe, William (5)

THISSE, JACQUES (5)

Oviedo, Jorge (4)

Schumann, Enrico (4)

Stiglitz, Joseph (4)

Marchi, Ezio (4)

Rothschild, Michael (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
Environment and Planning A3
Journal of the Operational Research Society3
Mathematical Methods of Operations Research2
Journal of Applied Mathematics2
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research2

Recent works citing Wlodzimierz Ogryczak (2024 and 2023)


YearTitle of citing document
2023A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977.

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2023A 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.

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2023A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809.

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2024Best-Response dynamics in two-person random games with correlated payoffs. (2023). Scarsini, Marco ; Quattropani, Matteo ; Mimun, Hlafo Alfie. In: Papers. RePEc:arx:papers:2209.12967.

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2023Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange. (2023). Mortazavi, Mohsen. In: Papers. RePEc:arx:papers:2304.13818.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886.

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2023A branch-and-price approach for the continuous multifacility monotone ordered median problem. (2023). Puerto, Justo ; Ponce, Diego ; Gazquez, Ricardo ; Blanco, Victor. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:105-126.

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2023Cardinality-constrained distributionally robust portfolio optimization. (2023). Nakata, Kazuhide ; Takano, Yuichi ; Kobayashi, Ken. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1173-1182.

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2024Index policy for multiarmed bandit problem with dynamic risk measures. (2024). Avu, Ozlem ; Malekipirbazari, Milad. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:627-640.

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2024Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification. (2024). Scozzari, Andrea ; Ricca, Federica. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:700-717.

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2023Portfolio optimization using robust mean absolute deviation model: Wasserstein metric approach. (2023). Pardalos, Panos M ; Khanjani-Shiraz, Rashed ; Hosseini-Nodeh, Zohreh. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001083.

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2023Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372.

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2023On the Egalitarian–Utilitarian spectrum in stochastic capacitated resource allocation problems. (2023). Delen, Dursun ; Ahmed, Abdulaziz ; Firouz, Mohammad ; Li, Linda. In: International Journal of Production Economics. RePEc:eee:proeco:v:262:y:2023:i:c:s0925527323001329.

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2023Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging. (2023). Kramer, Boris ; Lee, Dongjin. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001230.

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2023A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity. (2023). Ma, Shoufeng ; Zhu, Ning ; Fu, Chenyi ; Chen, Qingxin. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:167:y:2023:i:c:p:235-260.

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2023.

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2023.

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2023Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis. (2023). Zopounidis, Constantin ; Philippas, Dionisis ; Tsionas, Mike G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10277-z.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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2023Risk measures-based cluster methods for finance. (2023). Righi, Marcelo Brutti ; Muller, Fernanda Maria ; Guedes, Pablo Cristini. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00110-0.

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2023Online risk-averse submodular maximization. (2023). Yoshida, Yuichi ; Soma, Tasuku. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:1:d:10.1007_s10479-022-04835-9.

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2023A guide to formulating fairness in an optimization model. (2023). Hooker, J N ; Chen, Violet Xinying. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05264-y.

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2023Extensions to the planar p-median problem. (2023). Kalczynski, Pawel ; Drezner, Zvi ; Church, Richard L. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05279-5.

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2023Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing. (2023). Mehra, Aparna ; Sehgal, Ruchika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00355-w.

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2023Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm. (2023). Rasouli, Z ; Hooshmand, F. In: OPSEARCH. RePEc:spr:opsear:v:60:y:2023:i:3:d:10.1007_s12597-023-00658-9.

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2023A lexicographic maximin approach to the selective assessment routing problem. (2023). Tricoire, Fabien ; Hemmelmayr, Vera C ; Hakimifar, Mohammadmehdi. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00687-8.

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2023Mathematical optimization models for reallocating and sharing health equipment in pandemic situations. (2023). Leal, Marina ; Gazquez, Ricardo ; Blanco, Victor. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:31:y:2023:i:2:d:10.1007_s11750-022-00643-3.

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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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article19
1999From stochastic dominance to mean-risk models: Semideviations as risk measures In: European Journal of Operational Research.
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article158
1997From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures..(1997) In: Working Papers.
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This paper has nother version. Agregated cites: 158
paper
2000Inequality measures and equitable approaches to location problems In: European Journal of Operational Research.
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article26
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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article17
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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article21
2014Twenty years of linear programming based portfolio optimization In: European Journal of Operational Research.
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article52
2016Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem In: European Journal of Operational Research.
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article30
2014Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 30
paper
2019A revised Variable Neighborhood Search for the Discrete Ordered Median Problem In: European Journal of Operational Research.
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article4
1989A solver for the multi-objective transshipment problem with facility location In: European Journal of Operational Research.
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article6
2008A multi-criteria approach to fair and efficient bandwidth allocation In: Omega.
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article17
2014Fair Optimization and Networks: Models, Algorithms, and Applications In: Journal of Applied Mathematics.
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article1
2014Fair Optimization and Networks: A Survey In: Journal of Applied Mathematics.
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article11
2001On goal programming formulations of the reference point method In: Journal of the Operational Research Society.
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article2
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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article1
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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article2
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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article5
1996The Multiple Criteria Location Problem: 2. Preference-Based Techniques and Interactive Decision Support In: Environment and Planning A.
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article5
2002Conditional Median: A Parametric Solution Concept for Location Problems In: Annals of Operations Research.
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article13
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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article63
2009Inequality measures and equitable locations In: Annals of Operations Research.
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article13
2000Multiple criteria linear programming model for portfolio selection In: Annals of Operations Research.
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article31
2011On solving the dual for portfolio selection by optimizing Conditional Value at Risk In: Computational Optimization and Applications.
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article13
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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article0
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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article4
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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This paper has nother version. Agregated cites: 11
paper
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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paper4
1996Modular Optimizer for Mixed Integer Programming MOMIP Version 2.3. In: Working Papers.
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paper2
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team