Diana Roman

Management Science and Operations Research · 2007–2011

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Diana Roman trusts overall

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

  1. Darinka Dentcheva †
  2. R. Tyrrell Rockafellar
  3. Andrzej Ruszczynski
  4. Georg Ch. Pflug
  5. Stanislav Uryasev
  6. Dirk Tasche
  7. Philippe Jorion
  8. Ralph E. Steuer
  9. Iroon Polytechniou
  10. Wlodzimierz Ogryczak

Papers from Diana Roman's perspective

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

  1. Optimization of conditional value-at risk
  2. Coherent Risk Measures on General Probability Spaces
  3. Portfolio Selection
  4. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
  5. Convex measures of risk and trading constraints (Finance and Stochastics)
  6. Expected shortfall and beyond
  7. Deviation Measures in Risk Analysis and Optimization
  8. Rules for Ordering Uncertain Prospects
  9. Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers