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1

Portfolio optimization with stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 232 KB

english, 2006

2

Lectures on Stochastic Programming (Modeling and Theory) || 6. Risk Averse Optimization

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 583 KB

english, 2009

3

Lectures on Stochastic Programming: Modeling and Theory, Second Edition || Back Matter

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2014

Language:

english

File:

PDF, 26.90 MB

english, 2014

4

On convex probabilistic programming with discrete distributions

Darinka Dentcheva, Aá Prékopa, Andrzej Ruszczyński

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2001

File:

PDF, 508 KB

2001

5

Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints

Dentcheva, Darinka, Ruszczyński, Andrzej

Journal:

SIAM Journal on Control and Optimization

Year:

2008

Language:

english

File:

PDF, 199 KB

english, 2008

6

Lectures on Stochastic Programming (Modeling and Theory) || 2. Two-Stage Problems

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 300 KB

english, 2009

7

Lectures on Stochastic Programming (Modeling and Theory) || 1. Stochastic Programming Models

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 245 KB

english, 2009

8

Time-Coherent Risk Measures for Continuous-Time Markov Chains

Dentcheva, Darinka, Ruszczyński, Andrzej

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 427 KB

english, 2018

9

Bounds for probabilistic integer programming problems

Darinka Dentcheva, András Prékopa, Andrzej Ruszczyński

Journal:

Discrete Applied Mathematics

Year:

2002

Language:

english

File:

PDF, 112 KB

english, 2002

10

Concavity and efficient points of discrete distributions in probabilistic programming

Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski

Journal:

Mathematical Programming

Year:

2000

Language:

english

File:

PDF, 141 KB

english, 2000

11

Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński

Journal:

Mathematical Programming

Year:

2004

Language:

english

File:

PDF, 217 KB

english, 2004

12

Inverse stochastic dominance constraints and rank dependent expected utility theory

Darinka Dentcheva, Andrzej Ruszczyński

Journal:

Mathematical Programming

Year:

2006

Language:

english

File:

PDF, 188 KB

english, 2006

13

Robust stochastic dominance and its application to risk-averse optimization

Darinka Dentcheva, Andrzej Ruszczyński

Journal:

Mathematical Programming

Year:

2010

Language:

english

File:

PDF, 215 KB

english, 2010

14

Lectures on Stochastic Programming (Modeling and Theory) || 3. Multistage Problems

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 255 KB

english, 2009

15

Lectures on Stochastic Programming (Modeling and Theory) || 5. Statistical Inference

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 706 KB

english, 2009

16

Lectures on Stochastic Programming (Modeling and Theory) || 4. Optimization Models with Probabilistic Constraints

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 467 KB

english, 2009

17

Optimising the management of vaginal discharge syndrome in Bulgaria: cost effectiveness of four clinical algorithms with risk assessment

Cornier, N., Petrova, E., Cavailler, P., Dentcheva, R., Terris-Prestholt, F., Janin, A., Ninet, B., Anguenot, J.-L., Vassilakos, P., Gerbase, A., Mayaud, P.

Journal:

Sexually Transmitted Infections

Year:

2010

Language:

english

File:

PDF, 397 KB

english, 2010

18

Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints

Dentcheva, Darinka, Wolfhagen, Eli

Journal:

Mathematics of Operations Research

Year:

2016

Language:

english

File:

PDF, 335 KB

english, 2016

19

Risk forms: representation, disintegration, and application to partially observable two-stage systems

Dentcheva, Darinka, Ruszczyński, Andrzej

Journal:

Mathematical Programming

Year:

2019

Language:

english

File:

PDF, 383 KB

english, 2019

20

Lectures on Stochastic Programming: Modeling and Theory, Second Edition || Chapter 1: Stochastic Programming Models

Shapiro, Alexander, Dentcheva, Darinka, RuszczyÅski, Andrzej

Year:

2014

File:

PDF, 290 KB

2014

21

Stochastic optimization: theory and applications

Consigli, Giorgio, Dentcheva, Darinka, Maggioni, Francesca

Journal:

Annals of Operations Research

Year:

2020

File:

PDF, 563 KB

2020

22

Differentiable Selections and Castaing Representations of Multifunctions

Darinka Dentcheva

Journal:

Journal of Mathematical Analysis and Applications

Year:

1998

Language:

english

File:

PDF, 270 KB

english, 1998

23

A possibility for extending the limits of measurable displacements by double exposure speckle photography

Maria Dentcheva, Jordanka Georgieva

Journal:

Optics Communications

Year:

1982

Language:

english

File:

PDF, 622 KB

english, 1982

24

Neuroprotection with delayed initiation of prolonged hypothermia after in vitro transient global brain ischemia

Eric J. Lawrence, Eva Dentcheva, Kevin M. Curtis, Victoria L. Roberts, Robert Siman, Robert W. Neumar

Journal:

Year:

2005

Language:

english

File:

PDF, 154 KB

english, 2005

25

Continuity of multifunctions characterized by Steiner selections

Darinka Dentcheva

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2001

File:

PDF, 595 KB

2001

26

Approximations, expansions and univalued representations of multifunctions

Darinka Dentcheva

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2001

Language:

english

File:

PDF, 188 KB

english, 2001

27

Pathfollowing methods in nonlinear optimization III: Lagrange multiplier embedding

D. Dentcheva, J. Guddat, J. -J. Rückmann, K. Wendler

Journal:

Mathematical Methods of Operations Research

Year:

1995

Language:

english

File:

PDF, 953 KB

english, 1995

28

On variational principles, level sets, well-posedness, and ∈-solutions in vector optimization

D. Dentcheva, S. Helbig

Journal:

Journal of Optimization Theory and Applications

Year:

1996

Language:

english

File:

PDF, 922 KB

english, 1996

29

Dual methods for probabilistic optimization problems*

Darinka Dentcheva, Bogumila Lai, Andrzej Ruszczyński

Journal:

Mathematical Methods of Operations Research

Year:

2004

Language:

english

File:

PDF, 299 KB

english, 2004

30

Duality gaps in nonconvex stochastic optimization

Darinka Dentcheva, Werner Römisch

Journal:

Mathematical Programming

Year:

2004

Language:

english

File:

PDF, 198 KB

english, 2004

31

Optimization with multivariate stochastic dominance constraints

Darinka Dentcheva, Andrzej Ruszczyński

Journal:

Mathematical Programming

Year:

2009

Language:

english

File:

PDF, 218 KB

english, 2009

32

Kusuoka representation of higher order dual risk measures

Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczyński

Journal:

Annals of Operations Research

Year:

2010

Language:

english

File:

PDF, 376 KB

english, 2010

33

Shape-restricted inference for Lorenz curves using duality theory

Darinka Dentcheva, Spiridon Penev

Journal:

Statistics & Probability Letters

Year:

2010

Language:

english

File:

PDF, 1.01 MB

english, 2010

34

On Differentiability of Metric Projections onto Moving Convex Sets

Darinka Dentcheva

Journal:

Annals of Operations Research

Year:

2001

Language:

english

File:

PDF, 128 KB

english, 2001

35

Augmented Lagrangian method for probabilistic optimization

Darinka Dentcheva, Gabriela Martinez

Journal:

Annals of Operations Research

Year:

2012

Language:

english

File:

PDF, 766 KB

english, 2012

36

Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse

Darinka Dentcheva, Gabriela Martinez

Journal:

European Journal of Operational Research

Year:

2012

Language:

english

File:

PDF, 318 KB

english, 2012

37

Regularization methods for optimization problems with probabilistic constraints

Dentcheva, Darinka, Martinez, Gabriela

Journal:

Mathematical Programming

Year:

2013

Language:

english

File:

PDF, 345 KB

english, 2013

38

Lectures on Stochastic Programming Volume 134 (Modeling and Theory) || 7. Background Material

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 551 KB

english, 2009

39

Lectures on Stochastic Programming Volume 2054 (Modeling and Theory) || Back Matter

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 131 KB

english, 2009

40

Lectures on Stochastic Programming Volume 2054 (Modeling and Theory) || 8. Bibliographical Remarks

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 108 KB

english, 2009

41

The Ty1 transposition assay: a new short-term test for detection of carcinogens

Margarita Pesheva, Olga Krastanova, Liliana Staleva, Valentina Dentcheva, Mihail Hadzhitodorov, Pencho Venkov

Journal:

Journal of Microbiological Methods

Year:

2005

Language:

english

File:

PDF, 124 KB

english, 2005

42

Special Issue on Variational Analysis and Optimization

Dentcheva, Darinka

Journal:

SIAM Journal on Optimization

Year:

2007

Language:

english

File:

PDF, 40 KB

english, 2007

43

Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming

Dentcheva, Darinka

Journal:

SIAM Journal on Optimization

Year:

2000

Language:

english

File:

PDF, 206 KB

english, 2000

44

Optimization with Stochastic Dominance Constraints

Dentcheva, Darinka, Ruszczynski, Andrzej

Journal:

SIAM Journal on Optimization

Year:

2003

Language:

english

File:

PDF, 416 KB

english, 2003

45

Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints

Dentcheva, Darinka, Henrion, René, Ruszczyński, Andrzej

Journal:

SIAM Journal on Optimization

Year:

2007

Language:

english

File:

PDF, 188 KB

english, 2007

46

Analysis of morbidity of syphilis in Bulgaria, 1990–1997

R. Dentcheva, G. Spirov, D. Njagolova, N. Kirjakova, N. Tsankov

Journal:

Journal of the European Academy of Dermatology and Venereology

Year:

1998

Language:

english

File:

PDF, 112 KB

english, 1998

47

Association of subcutaneous and perforating granuloma annulare with primary sclerotic cholangitis

E. Obreshkova, A. Lalova, I. Jushkevich, R. Dentcheva, N. Najdenov

Journal:

Journal of the European Academy of Dermatology and Venereology

Year:

1998

Language:

english

File:

PDF, 129 KB

english, 1998

48

Therapeutical strategies in atopic dermatitis in childhood: Our clinical experience

N. Kiriakova, Z. Demerdjieva, R. Dentcheva

Journal:

Journal of the European Academy of Dermatology and Venereology

Year:

1998

Language:

english

File:

PDF, 121 KB

english, 1998

49

Lectures on Stochastic Programming (Modeling and Theory) || Front Matter

Shapiro, Alexander, Dentcheva, Darinka, Ruszczyński, Andrzej

Year:

2009

Language:

english

File:

PDF, 373 KB

english, 2009

50

Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)

Darinka Dentcheva, Andrzej Ruszczyński, Tamás Szántai

Journal:

Annals of Operations Research

Year:

2012

Language:

english

File:

PDF, 112 KB

english, 2012

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