Pavlo A. Krokhmal

Management Science and Operations Research · 2001–2007

A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 21 citations into it; #3,411 of 11,946 by trust here, #3,247 by citations
• Finance — 16 citations into it; #3,432 of 10,518 by trust here, #3,667 by citations
• Economics and Econometrics — 8 citations into it; #7,462 of 23,481 by trust here, #9,259 by citations
• Ocean Engineering — 5 citations into it

Whom Pavlo A. Krokhmal trusts overall

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

1. R. Tyrrell Rockafellar
2. Stanislav Uryasev
3. Georg Ch. Pflug
4. Enrico G. De Giorgi
5. Tom Fischer
6. Dirk Tasche
7. Wlodzimierz Ogryczak
8. Andrzej Ruszczynski
9. Freddy Delbaen
10. C. Acerbi

Who trusts Pavlo A. Krokhmal overall

1. Darinka Dentcheva †
2. David McInerney
3. Spiridon I. Penev
4. R. Tyrrell Rockafellar
5. Stanislav Uryasev
6. Andrzej Ruszczynski
7. John C. Duchi
8. Henry Lam
9. Robert J. Lempert

Papers from Pavlo A. Krokhmal's perspective

Ordered by how strongly the researchers Pavlo A. Krokhmal 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. Conditional Value-at-Risk for General Loss Distributions
4. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
5. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
6. Portfolio Selection
7. Generalized deviations in risk analysis (Finance and Stochastics)
8. Expected shortfall and beyond
9. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
10. Reward-Risk Portfolio Selection and Stochastic Dominance

Their papers

• Higher moment coherent risk measures (2007) — 142 citations
• Portfolio optimization with conditional value-at-risk objective and constraints (2001) — 748 citations