Oleksandr Romanko

Available identifiers

zbMath Open romanko.oleksandrMaRDI QIDQ286008

List of research outcomes

Publication	Date of Publication	Type
ChatGPT-based investment portfolio selection	2024-02-20	Paper
Analysis of Impact of Covid-19 Pandemic on Financial Markets	2022-03-02	Paper
Long-only equal risk contribution portfolios for CVaR under discrete distributions	2019-02-06	Paper
Robust scenario-based value-at-risk optimization	2016-05-19	Paper
Multiobjective Optimization via Parametric Optimization: Models, Algorithms, and Applications	2015-12-03	Paper
CVaR proxies for minimizing scenario-based value-at-risk	2014-03-11	Paper
Bias, exploitation and proxies in scenario-based risk minimization	2012-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q3079181	2011-03-01	Paper
Bi-parametric convex quadratic optimization	2010-05-21	Paper

Research outcomes over time

This page was built for person: Oleksandr Romanko