SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Diana Roman · Study

Home/Author

Diana Roman

6 works· latest 2013· 2 institutionscluster: provisionalORCID 0000-0002-6716-593X

h-index6

i106

Citations536

Works here6

06

07

09

10

13

Most cited in this library

Mean-risk models using two risk measures: a multi-objective approach2007 · 118 citations
Portfolio construction based on stochastic dominance and target return distributions2006 · 113 citations
Enhanced indexation based on second-order stochastic dominance2013 · 103 citations
Processing second-order stochastic dominance models using cutting-plane representations2009 · 98 citations
An enhanced model for portfolio choice with SSD criteria: a constructive approach2010 · 53 citations

Works

6 shown

Enhanced indexation based on second-order stochastic dominance

European Journal of Operational Research·2013·3 authors·Open access

103citations

An enhanced model for portfolio choice with SSD criteria: a constructive approach

Quantitative Finance·2010·4 authors·Open access

53citations

Processing second-order stochastic dominance models using cutting-plane representations

Mathematical Programming·2009·3 authors·Open access

98citations

Portfolio selection models: a review and new directions

Wilmott Journal·2009·2 authors·Open access

51citations

Mean-risk models using two risk measures: a multi-objective approach

Quantitative Finance·2007·3 authors·Open access

118citations

Portfolio construction based on stochastic dominance and target return distributions

Mathematical Programming·2006·3 authors

113citations