Access Statistics for Darinka Dentcheva

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Common mathematical foundations of expected utility and dual utility theories 0 0 0 76 0 0 0 56
Convexification of Stochastic Ordering 0 1 1 347 0 1 2 1,113
ESG-coherent risk measures for sustainable investing 1 2 7 17 6 9 23 43
Inverse stochastic dominance constraints and rank dependent expected utility theory 0 0 0 262 1 1 1 791
Optimization Under First Order Stochastic Dominance Constraints 0 0 2 723 0 0 3 2,277
Portfolio Optimization With Stochastic Dominance Constraints 0 0 1 1,222 0 1 3 2,983
Total Working Papers 1 3 11 2,647 7 12 32 7,263


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints 0 0 0 8 0 0 1 37
Augmented Lagrangian method for probabilistic optimization 0 0 1 1 0 0 1 13
Correction to: Preface: Stochastic optimization: theory and applications 0 0 0 1 0 0 0 8
Dual methods for probabilistic optimization problems * 0 0 1 2 0 0 1 12
Kusuoka representation of higher order dual risk measures 0 0 0 0 0 0 1 13
Mean-risk tests of stochastic dominance 0 0 1 10 2 2 4 42
On Differentiability of Metric Projections onto Moving Convex Sets 0 0 0 1 0 0 1 8
On the price of risk in a mean-risk optimization model 0 0 0 7 0 0 1 32
Portfolio optimization with stochastic dominance constraints 0 1 4 216 1 4 9 602
Shape-restricted inference for Lorenz curves using duality theory 0 0 1 14 1 1 2 55
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems 0 0 0 0 0 0 0 0
Statistical estimation of composite risk functionals and risk optimization problems 0 0 0 8 0 1 1 57
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday) 0 0 0 1 0 0 1 10
Stochastic optimization: theory and applications 0 0 0 4 1 1 1 11
The deepest event cuts in risk-averse optimization with application to radiation therapy design 0 0 1 1 0 0 2 3
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse 0 0 0 21 0 0 2 79
Total Journal Articles 0 1 9 295 5 9 28 982
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Portfolio Optimization with Risk Control by Stochastic Dominance Constraints 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0


Statistics updated 2025-03-03