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	2	9	24	0	8	32	65
Common mathematical foundations of expected utility and dual utility theories	0	0	0	76	0	1	2	58
Convexification of Stochastic Ordering	0	0	1	347	0	0	1	1,113
Inverse stochastic dominance constraints and rank dependent expected utility theory	0	0	0	262	2	3	5	795
Optimization Under First Order Stochastic Dominance Constraints	0	0	1	723	4	4	5	2,281
Portfolio Optimization With Stochastic Dominance Constraints	0	0	2	1,223	1	1	5	2,986
Total Working Papers	0	2	13	2,655	7	17	50	7,298

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	2	2	39
Augmented Lagrangian method for probabilistic optimization	0	1	1	2	1	2	2	15
Correction to: Preface: Stochastic optimization: theory and applications	0	0	0	1	1	1	1	9
Dual methods for probabilistic optimization problems *	0	0	0	2	0	0	0	12
Kusuoka representation of higher order dual risk measures	0	0	0	0	0	0	0	13
Mean-risk tests of stochastic dominance	0	0	0	10	0	0	2	42
On Differentiability of Metric Projections onto Moving Convex Sets	0	0	0	1	0	0	0	8
On the price of risk in a mean-risk optimization model	0	0	0	7	1	1	1	33
Portfolio optimization with stochastic dominance constraints	0	0	1	216	5	6	15	612
Shape-restricted inference for Lorenz curves using duality theory	0	0	0	14	0	1	2	56
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	1	9	0	0	2	58
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)	0	0	0	1	0	1	2	11
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	0	0	0	3
Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse	0	0	0	21	0	1	1	80
Total Journal Articles	0	1	3	297	10	15	33	1,004

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	0	0	0	0
Total Chapters	0	0	0	0	0	0	0	0

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Statistics updated 2025-11-08