Adam Krzemienowski

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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!

PublicationDate of PublicationType
Portfolio optimization with a copula-based extension of conditional value-at-risk
Annals of Operations Research
2016-05-19Paper
Risk preference modeling with conditional average: An application to portfolio optimization
Annals of Operations Research
2009-06-25Paper
On extending the LP computable risk measures to account downside risk
Computational Optimization and Applications
2005-11-16Paper


Research outcomes over time


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