D. Roman

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Portfolio choice models based on second-order stochastic dominance measures: an overview and a computational study International Series in Operations Research & Management Science	2019-01-25	Paper
ALM models based on second order stochastic dominance Computational Management Science	2018-11-07	Paper
Novel approaches for portfolio construction using second order stochastic dominance Computational Management Science	2018-10-10	Paper
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation European Journal of Operational Research	2016-06-23	Paper
Enhanced indexation based on second-order stochastic dominance European Journal of Operational Research	2016-03-15	Paper
An enhanced model for portfolio choice with SSD criteria: a constructive approach Quantitative Finance	2013-03-14	Paper
HMM based scenario generation for an investment optimisation problem Annals of Operations Research	2013-01-15	Paper
Processing second-order stochastic dominance models using cutting-plane representations Mathematical Programming. Series A. Series B	2011-11-23	Paper
Hidden Markov models for financial optimization problems IMA Journal of Management Mathematics	2010-04-23	Paper
scientific article; zbMATH DE number 5589694 (Why is no real title available?)	2009-08-03	Paper
Mean-risk models using two risk measures: a multi-objective approach Quantitative Finance	2007-10-22	Paper
Portfolio construction based on stochastic dominance and target return distributions Mathematical Programming. Series A. Series B	2006-09-12	Paper

Research outcomes over time

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