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Pachamanova, Dessislava

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Author ID: pachamanova.dessislava Recent zbMATH articles by "Pachamanova, Dessislava"
Published as: Pachamanova, Dessislava
Documents Indexed: 8 Publications since 2004

Publications by Year

Citations contained in zbMATH

8 Publications have been cited 241 times in 203 Documents Cited by Year
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
88
2004
Constructing risk measures from uncertainty sets. Zbl 1233.91153
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
48
2009
Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333
Bertsimas, Dimitris; Pachamanova, Dessislava
48
2008
Incorporating asymmetric distributional information in robust value-at-risk optimization. Zbl 1142.91593
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
37
2008
Robust strategies for facility location under uncertainty. Zbl 1292.90166
Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem
12
2013
A robust asset-liability management framework for investment products with guarantees. Zbl 1352.90050
Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem
3
2016
Robust investment decisions under supply disruption in petroleum markets. Zbl 1307.91140
Gülpınar, Nalan; Canakoglu, Ethem; Pachamanova, Dessislava
3
2014
Skewness-aware asset allocation: a new theoretical framework and empirical evidence. Zbl 1278.91147
Low, Cheekiat; Pachamanova, Dessislava; Sim, Melvyn
2
2012
A robust asset-liability management framework for investment products with guarantees. Zbl 1352.90050
Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem
3
2016
Robust investment decisions under supply disruption in petroleum markets. Zbl 1307.91140
Gülpınar, Nalan; Canakoglu, Ethem; Pachamanova, Dessislava
3
2014
Robust strategies for facility location under uncertainty. Zbl 1292.90166
Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem
12
2013
Skewness-aware asset allocation: a new theoretical framework and empirical evidence. Zbl 1278.91147
Low, Cheekiat; Pachamanova, Dessislava; Sim, Melvyn
2
2012
Constructing risk measures from uncertainty sets. Zbl 1233.91153
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
48
2009
Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333
Bertsimas, Dimitris; Pachamanova, Dessislava
48
2008
Incorporating asymmetric distributional information in robust value-at-risk optimization. Zbl 1142.91593
Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn
37
2008
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
88
2004
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Cited by 383 Authors

10 Jeyakumar, Vaithilingam
10 Li, Guoyin
8 Bertsimas, Dimitris John
6 Lee, Gue Myung
5 Gotoh, Jun-ya
5 Zhang, Weiguo
5 Zhu, Shushang
4 Fabozzi, Frank J.
4 Kuhn, Daniel
4 Kurtz, Jannis
4 Lee, Jae Hyoung
4 Liu, Yongjun
4 Thiele, Aurélie C.
4 Uryasev, Stan
3 Ben-Tal, Aharon
3 Buchheim, Christoph
3 Çanakoğlu, Ethem
3 Gulpinar, Nalan
3 Kawas, Ban
3 Luo, Guimei
3 Mausser, Helmut E.
3 Pachamanova, Dessislava
3 Romanko, Oleksandr
3 Rustem, Berc
3 Salahi, Maziar
3 Sim, Melvyn
3 Sun, Jie
3 Takano, Yuichi
3 Takeda, Akiko
3 Xu, Weijun
3 Yu, Jing-Rung
2 Aghassi, Michele
2 Atamtürk, Alper
2 Bazovkin, Pavel
2 Chiou, Wan-Jiun Paul
2 den Hertog, Dick
2 Fallahi, Saeed
2 Han, Liyan
2 Haskell, William Benjamin
2 Hassapis, Christis
2 Huang, Dashan
2 Kim, Jang-Ho Robert
2 Kim, Woo Chang
2 Kwon, Changhyun
2 Kwon, Roy H.
2 Lee, Wen-Yi
2 Léka, Zoltán
2 Li, Duan
2 Mafusalov, Alexander
2 Meng, Fanwen
2 Mosler, Karl Clemens
2 Nemirovski, Arkadi S.
2 Postek, Krzysztof
2 Recchia, Raffaella
2 Scutellà, Maria Grazia
2 Stanimirović, Zorica
2 Wang, Lei
2 Wen, Zaiwen
2 Wozabal, David
2 Xidonas, Panos
2 Yin, Libo
2 Zhang, Peng
2 Zuluaga, Luis Fernando
2 Zymler, Steve
1 Adcock, C. J.
1 Agrell, Per J.
1 Ahmadi Javid, Amir
1 Alfandari, Laurent
1 An, Xiaomin
1 Ang, James S. K.
1 Ang, Marcus
1 Arshadi Khamseh, Alireza
1 Aven, Terje
1 Azarm, Shapour
1 Babat, Onur
1 Bae, Kwangil
1 Baes, Michel
1 Bai, Xuejie
1 Bandi, Chaithanya
1 Bärmann, Andreas
1 Bas, Esra
1 Berglund, Paul G.
1 Berk, Lauren
1 Beyer, Hans-Georg
1 Billionnet, Alain
1 Blanchet, Jose H.
1 Boyd, Stephen Poythress
1 Brisimi, Theodora S.
1 Caçador, Sandra
1 Cai, Xiaoqiang
1 Cai, Zhengying
1 Campi, Marco Claudio
1 Chai, Yi
1 Chan, Timothy C. Y.
1 Chassein, André B.
1 Chen, Chen
1 Chen, Hung-Hsin
1 Chen, Ping
1 Chen, Si
1 Chen, Yanju
...and 283 more Authors
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Cited in 67 Serials

35 European Journal of Operational Research
14 Annals of Operations Research
14 Mathematical Programming. Series A. Series B
9 Computers & Operations Research
8 OR Spectrum
7 Operations Research Letters
6 Mathematical Problems in Engineering
5 Optimization
5 Computational Optimization and Applications
4 Operations Research
4 SIAM Journal on Optimization
4 Positivity
4 Journal of Inequalities and Applications
4 Computational Management Science
4 Optimization Letters
3 Journal of Optimization Theory and Applications
3 Journal of Global Optimization
3 Applied Mathematical Modelling
3 Quantitative Finance
3 Journal of Systems Science and Complexity
2 Fuzzy Sets and Systems
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Journal of Economic Dynamics & Control
2 Computational and Applied Mathematics
2 Mathematical Finance
2 Soft Computing
2 North American Actuarial Journal
2 Networks and Spatial Economics
2 Journal of Industrial and Management Optimization
2 EURO Journal on Computational Optimization
1 Applicable Analysis
1 Computer Methods in Applied Mechanics and Engineering
1 Discrete Applied Mathematics
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Linear and Multilinear Algebra
1 Applied Mathematics and Computation
1 Automatica
1 Information Sciences
1 Journal of Computational and Applied Mathematics
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 Naval Research Logistics
1 Networks
1 Insurance Mathematics & Economics
1 Asia-Pacific Journal of Operational Research
1 Mathematical and Computer Modelling
1 Applications of Mathematics
1 Communications in Statistics. Theory and Methods
1 SIAM Review
1 Foundations of Computing and Decision Sciences
1 Complexity
1 ACM Transactions on Modeling and Computer Simulation
1 INFORMS Journal on Computing
1 Mathematical Inequalities & Applications
1 CEJOR. Central European Journal of Operations Research
1 Optimization and Engineering
1 Journal of Applied Mathematics
1 4OR
1 Asia-Pacific Financial Markets
1 Fuzzy Optimization and Decision Making
1 Mathematics and Financial Economics
1 Science China. Mathematics
1 Numerical Algebra, Control and Optimization
1 Mathematical Control and Related Fields
1 Journal of the Operations Research Society of China
1 Journal of Mathematical Modelling and Algorithms in Operations Research

Citations by Year