Darinka Dentcheva
Names
| first: | Darinka |
| last: | Dentcheva |
Identifer
| RePEc Short-ID: | pde121 |
Contact
| homepage: | http://www.stevens.edu/math/People/Faculty/Darinka_Dentcheva.htm |
| phone: | 201-216-8640 |
| postal address: | Stevens Institute of Technology Department of Mathematical Sciences Castle Point on Hudson Hoboken, NJ 07030 |
Affiliations
-
Stevens Institute of Technology
/ School of Business
- EDIRC entry
- location:
Research profile
author of:
- ESG-coherent risk measures for sustainable investing (RePEc:arx:papers:2309.05866)
by Gabriele Torri & Rosella Giacometti & Darinka Dentcheva & Svetlozar T. Rachev & W. Brent Lindquist - Mean-risk tests of stochastic dominance (RePEc:bpj:strimo:v:28:y:2011:i:2:p:97-118:n:2)
by Dentcheva Darinka & Stock Gregory J. & Rekeda Ludmyla - Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (RePEc:eee:ejores:v:219:y:2012:i:1:p:1-8)
by Dentcheva, Darinka & Martinez, Gabriela - Portfolio optimization with stochastic dominance constraints (RePEc:eee:jbfina:v:30:y:2006:i:2:p:433-451)
by Dentcheva, Darinka & Ruszczynski, Andrzej - Shape-restricted inference for Lorenz curves using duality theory (RePEc:eee:stapro:v:80:y:2010:i:5-6:p:403-412)
by Dentcheva, Darinka & Penev, Spiridon - Unknown item RePEc:inm:ormoor:v:41:y:2016:i:1:p:1-22 (article)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (RePEc:inm:oropre:v:64:y:2016:i:6:p:1451-1465)
by Darinka Dentcheva & Gabriela Martinez & Eli Wolfhagen - Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems (RePEc:inm:oropre:v:71:y:2023:i:5:p:1871-1888)
by Darinka Dentcheva & Yang Lin & Spiridon Penev - Common mathematical foundations of expected utility and dual utility theories (RePEc:pra:mprapa:42736)
by Dentcheva, Darinka & Ruszczynski, Andrzej - Statistical estimation of composite risk functionals and risk optimization problems (RePEc:spr:aistmt:v:69:y:2017:i:4:d:10.1007_s10463-016-0559-8)
by Darinka Dentcheva & Spiridon Penev & Andrzej Ruszczyński - On Differentiability of Metric Projections onto Moving Convex Sets (RePEc:spr:annopr:v:101:y:2001:i:1:p:283-298:10.1023/a:1010945230381)
by Darinka Dentcheva - Kusuoka representation of higher order dual risk measures (RePEc:spr:annopr:v:181:y:2010:i:1:p:325-335:10.1007/s10479-010-0747-5)
by Darinka Dentcheva & Spiridon Penev & Andrzej Ruszczyński - Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) (RePEc:spr:annopr:v:200:y:2012:i:1:p:1-2:10.1007/s10479-012-1209-z)
by Darinka Dentcheva & Andrzej Ruszczyński & Tamás Szántai - Augmented Lagrangian method for probabilistic optimization (RePEc:spr:annopr:v:200:y:2012:i:1:p:109-130:10.1007/s10479-011-0884-5)
by Darinka Dentcheva & Gabriela Martinez - Stochastic optimization: theory and applications (RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-020-03672-y)
by Giorgio Consigli & Darinka Dentcheva & Francesca Maggioni - Correction to: Preface: Stochastic optimization: theory and applications (RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-020-03727-0)
by Giorgio Consigli & Darinka Dentcheva & Francesca Maggioni - The deepest event cuts in risk-averse optimization with application to radiation therapy design (RePEc:spr:coopap:v:86:y:2023:i:3:d:10.1007_s10589-023-00531-x)
by Constantine A. Vitt & Darinka Dentcheva & Andrzej Ruszczyński & Nolan Sandberg - Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (RePEc:spr:isochp:978-1-4419-1642-6_9)
by Darinka Dentcheva & Andrzej Ruszczyński - Dual methods for probabilistic optimization problems (RePEc:spr:mathme:v:60:y:2004:i:2:p:331-346)
by Darinka Dentcheva & Bogumila Lai & Andrzej Ruszczyński - On the price of risk in a mean-risk optimization model (RePEc:taf:quantf:v:18:y:2018:i:10:p:1699-1713)
by Darinka Dentcheva & Gregory J. Stock - Portfolio Optimization With Stochastic Dominance Constraints (RePEc:wpa:wuwpfi:0402016)
by Darinka Dentcheva & Andrzej Ruszczynski - Convexification of Stochastic Ordering (RePEc:wpa:wuwpge:0402005)
by Darinka Dentcheva & Andrzej Ruszczynski - Optimization Under First Order Stochastic Dominance Constraints (RePEc:wpa:wuwpge:0403002)
by Darinka Dentcheva & Andrzej Ruszczynski - Inverse stochastic dominance constraints and rank dependent expected utility theory (RePEc:wpa:wuwpge:0503001)
by Darinka Dentcheva & Andrzej Ruszczynski