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Pavlo A. Krokhmal · Study
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Author
Pavlo A. Krokhmal
5 works
· latest 2015
· 2 institutions
cluster: provisional
ORCID 0000-0001-5786-0229
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Citations
413
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02
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15
Most cited in this library
Modeling and optimization of risk
2010 · 168 citations
Higher moment coherent risk measures
2007 · 132 citations
Risk Management for Hedge Fund Portfolios
2002 · 50 citations
Risk optimization with p-order conic constraints: A linear programming approach
2009 · 34 citations
Certainty equivalent measures of risk
2015 · 29 citations
Works
5 shown
Certainty equivalent measures of risk
Annals of Operations Research
·
2015
·
2 authors
29
citations
Modeling and optimization of risk
Surveys in Operations Research and Management Science
·
2010
·
3 authors
168
citations
Risk optimization with p-order conic constraints: A linear programming approach
European Journal of Operational Research
·
2009
·
2 authors
34
citations
Higher moment coherent risk measures
Quantitative Finance
·
2007
·
1 author
132
citations
Risk Management for Hedge Fund Portfolios
The Journal of Alternative Investments
·
2002
·
3 authors
50
citations