Access Statistics for Darinka Dentcheva

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An Axiomatic Risk-Reward Framework for Sustainable Investing	0	1	9	25	1	3	31	68
Common mathematical foundations of expected utility and dual utility theories	0	0	0	76	3	3	5	61
Convexification of Stochastic Ordering	0	0	0	347	1	1	1	1,114
Inverse stochastic dominance constraints and rank dependent expected utility theory	0	0	0	262	0	2	5	795
Optimization Under First Order Stochastic Dominance Constraints	0	0	0	723	1	7	7	2,284
Portfolio Optimization With Stochastic Dominance Constraints	0	0	1	1,223	3	6	9	2,991
Total Working Papers	0	1	10	2,656	9	22	58	7,313

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	5	5	42
Augmented Lagrangian method for probabilistic optimization	0	0	1	2	1	2	3	16
Correction to: Preface: Stochastic optimization: theory and applications	0	0	0	1	0	2	2	10
Dual methods for probabilistic optimization problems *	0	0	0	2	1	2	2	14
Kusuoka representation of higher order dual risk measures	0	0	0	0	1	1	1	14
Mean-risk tests of stochastic dominance	0	0	0	10	0	1	3	43
On Differentiability of Metric Projections onto Moving Convex Sets	0	0	0	1	0	1	1	9
On the price of risk in a mean-risk optimization model	0	0	0	7	0	1	1	33
Portfolio optimization with stochastic dominance constraints	0	0	1	216	2	9	18	616
Shape-restricted inference for Lorenz curves using duality theory	0	0	0	14	3	3	5	59
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems	0	0	0	0	1	1	1	1
Statistical estimation of composite risk functionals and risk optimization problems	0	0	1	9	1	1	2	59
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)	0	0	0	1	0	2	3	13
Stochastic optimization: theory and applications	0	0	0	4	0	0	3	13
The deepest event cuts in risk-averse optimization with application to radiation therapy design	0	0	0	1	2	3	3	6
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse	0	0	0	21	1	1	2	81
Total Journal Articles	0	0	3	297	15	35	55	1,029

1 registered items for which data could not be found

Chapter	File Downloads				Abstract Views
Chapter	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	1	1	1	1
Total Chapters	0	0	0	0	1	1	1	1

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Statistics updated 2026-01-09