Dessislava A. Pachamanova

Available identifiers

Publication	Date of Publication	Type
Accounting for capacity: A real‐time optimization approach to managing observation unit utilization	2023-10-17	Paper
Acceptable set topic modeling	2022-02-23	Paper
A robust asset-liability management framework for investment products with guarantees	2016-10-27	Paper
Robust investment decisions under supply disruption in petroleum markets	2015-02-25	Paper
Robust strategies for facility location under uncertainty	2014-07-27	Paper
SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE	2013-02-28	Paper
Constructing Risk Measures from Uncertainty Sets	2011-11-24	Paper
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization	2008-09-05	Paper
Robust multiperiod portfolio management in the presence of transaction costs	2007-10-10	Paper
Robust linear optimization under general norms.	2005-01-11	Paper

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