Wlodzimierz Ogryczak

Management Science and Operations Research · 2001–2007

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 12 citations into it; #1,631 of 11,946 by trust here, #2,402 by citations
• Finance — 9 citations into it; #7,948 of 10,518 by trust here, #7,920 by citations
• Economics and Econometrics — 5 citations into it; #14,185 of 23,481 by trust here, #17,346 by citations

Whom Wlodzimierz Ogryczak trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Haim Levy
2. Georg Ch. Pflug
3. Andrzej Ruszczynski
4. R. Tyrrell Rockafellar
5. Stanislav Uryasev
6. Jem N. Corcoran
7. Jun-ya Gotoh
8. Fredrik Andersson

Who trusts Wlodzimierz Ogryczak overall

1. Andrzej Ruszczynski
2. Darinka Dentcheva †
3. Nilay Noyan
4. Vedat Verter
5. Shushang Zhu
6. Alexander Shapiro
7. Pavlo A. Krokhmal
8. Renata Mansini
9. R. Tyrrell Rockafellar
10. Duan Li

Papers from Wlodzimierz Ogryczak's perspective

Ordered by how strongly the researchers Wlodzimierz Ogryczak trusts endorse each paper. Same corpus, a different order for every researcher.

1. Portfolio Selection
2. The Dual Theory of Choice under Risk
3. Optimization of conditional value-at risk
4. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
5. Conditional Value-at-Risk for General Loss Distributions
6. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
7. Stochastic dominance and expected utility: survey and analysis
8. Rules for Ordering Uncertain Prospects
9. Extending the MAD portfolio optimization model to incorporate downside risk aversion
10. Modelling Extremal Events for Insurance and Finance

Their papers

• Dual Stochastic Dominance and Related Mean-Risk Models (2002) — 545 citations
• Conditional value at risk and related linear programming models for portfolio optimization (2007) — 312 citations
• Extending the MAD portfolio optimization model to incorporate downside risk aversion (2001) — 63 citations
• Dual stochastic dominance and quantile risk measures (2002) — 89 citations