Oleksandr Romanko

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
ChatGPT-based investment portfolio selection SN Operations Research Forum	2024-02-20	Paper
Analysis of impact of Covid-19 pandemic on financial markets Infosys Science Foundation Series	2022-03-02	Paper
Long-only equal risk contribution portfolios for CVaR under discrete distributions Quantitative Finance	2019-02-06	Paper
Robust scenario-based value-at-risk optimization Annals of Operations Research	2016-05-19	Paper
Multiobjective optimization via parametric optimization: models, algorithms, and applications Springer Proceedings in Mathematics & Statistics	2015-12-03	Paper
CVaR proxies for minimizing scenario-based value-at-risk Journal of Industrial and Management Optimization	2014-03-11	Paper
Bias, exploitation and proxies in scenario-based risk minimization Optimization	2012-12-13	Paper
Sensitivity analysis in convex quadratic optimization: simultaneous perturbation of the objective and right-hand-side vectors	2011-03-01	Paper
Bi-parametric convex quadratic optimization Optimization Methods & Software	2010-05-21	Paper

Research outcomes over time

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