O. A. Galkina

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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
Investigation of multistage stochastic portfolio optimization problems
Cybernetics and Systems Analysis
2017-02-07Paper
Spectral coherent risk measures in the portfolio optimization problems2016-12-16Paper
Risk measures in the portfolio optimization problems
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka
2013-09-26Paper
Scenario tree generation for multi-stage stochastic problems
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka
2013-09-26Paper
Stochastic programming in financial modelling
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka
2013-09-26Paper
Construction of the time consistent efficient portfolio of the conditional risk values
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka
2013-09-26Paper


Research outcomes over time


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