Darinka Dentcheva †

Management Science and Operations Research · 2003–2015

A researcher in the Science corpus: 8 papers; trusts 39 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 58 citations into it; #700 of 11,946 by trust here, #932 by citations
• Finance — 25 citations into it; #2,479 of 10,518 by trust here, #5,938 by citations
• Economics and Econometrics — 23 citations into it; #4,748 of 23,481 by trust here, #13,168 by citations
• Statistics and Probability — 20 citations into it
• Control and Systems Engineering — 11 citations into it; #658 of 8,257 by trust here, #709 by citations
• Ocean Engineering — 11 citations into it
• Demography — 6 citations into it
• Optimization & Training — 6 citations into it

Whom Darinka Dentcheva † trusts overall

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

1. Andrzej Ruszczynski
2. Alexander Shapiro
3. Werner Römisch
4. R. Tyrrell Rockafellar
5. B. Jones
6. Wlodzimierz Ogryczak
7. Pavlo A. Krokhmal
8. Georg Ch. Pflug
9. Alfred Müller
10. Stanislav Uryasev

Who trusts Darinka Dentcheva † overall

1. Alexander Shapiro
2. Tito Homem-de-Mello
3. Diana Roman
4. Csaba I. Fábián
5. Gautam Mitra
6. Andrzej Ruszczynski
7. Warrren B Powell
8. Yu (Marco) Nie
9. Zhaolin Hu
10. Chaoyue Zhao

Papers from Darinka Dentcheva †'s perspective

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

1. Coherent Risk Measures on General Probability Spaces
2. Convex measures of risk and trading constraints (Finance and Stochastics)
3. Optimization of conditional value-at risk
4. The Dual Theory of Choice under Risk
5. Conditional Value-at-Risk for General Loss Distributions
6. Generalized deviations in risk analysis (Finance and Stochastics)
7. Portfolio Selection
8. Dynamic Coherent Risk Measures
9. On law invariant coherent risk measures
10. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)

Their papers

• Lectures on Stochastic Programming: Modeling and Theory (2009) — 3,105 citations
• Semi-infinite probabilistic optimization: first-order stochastic dominance constrain (2004) — 69 citations
• Optimization with Stochastic Dominance Constraints (2003) — 407 citations
• Lectures on Stochastic Programming: Modeling and Theory, Second Edition (2014) — 442 citations
• Portfolio optimization with stochastic dominance constraints (2006) — 251 citations
• Statistical estimation of composite risk functionals and risk optimization problems (2015) — 73 citations
• SIAM Journal on Optimization (2012) — 143 citations
• Lectures on Stochastic Programming - Modeling and Theory (2009) — 551 citations