Diana Roman

Available identifiers

zbMath Open roman.dianaMaRDI QIDQ257270

List of research outcomes

Publication	Date of Publication	Type
Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study	2019-01-25	Paper
ALM models based on second order stochastic dominance	2018-11-07	Paper
Novel approaches for portfolio construction using second order stochastic dominance	2018-10-10	Paper
Enhanced indexation based on second-order stochastic dominance	2016-03-15	Paper
An enhanced model for portfolio choice with SSD criteria: a constructive approach	2013-03-14	Paper
HMM based scenario generation for an investment optimisation problem	2013-01-15	Paper
Processing second-order stochastic dominance models using cutting-plane representations	2011-11-23	Paper
Hidden Markov models for financial optimization problems	2010-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q5324638	2009-08-03	Paper
Mean-risk models using two risk measures: a multi-objective approach	2007-10-22	Paper
Portfolio construction based on stochastic dominance and target return distributions	2006-09-12	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Diana Roman