Edit Profile Pachamanova, Dessislava Compute Distance To: Compute Author ID: pachamanova.dessislava Published as: Pachamanova, Dessislava Documents Indexed: 8 Publications since 2004 all top 5 Co-Authors 0 single-authored 4 Sim, Melvyn 3 Çanakoğlu, Ethem 3 Gulpinar, Nalan 2 Bertsimas, Dimitris John 2 Natarajan, Karthik 1 Low, Cheekiat all top 5 Serials 2 Computers & Operations Research 1 Management Science 1 Operations Research 1 Operations Research Letters 1 European Journal of Operational Research 1 Mathematical Finance 1 OR Spectrum Fields 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 8 Publications have been cited 241 times in 203 Documents Cited by ▼ Year ▼ Robust linear optimization under general norms. Zbl 1054.90046Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn 88 2004 Constructing risk measures from uncertainty sets. Zbl 1233.91153Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn 48 2009 Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333Bertsimas, Dimitris; Pachamanova, Dessislava 48 2008 Incorporating asymmetric distributional information in robust value-at-risk optimization. Zbl 1142.91593Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn 37 2008 Robust strategies for facility location under uncertainty. Zbl 1292.90166Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem 12 2013 A robust asset-liability management framework for investment products with guarantees. Zbl 1352.90050Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem 3 2016 Robust investment decisions under supply disruption in petroleum markets. Zbl 1307.91140Gülpınar, Nalan; Canakoglu, Ethem; Pachamanova, Dessislava 3 2014 Skewness-aware asset allocation: a new theoretical framework and empirical evidence. Zbl 1278.91147Low, Cheekiat; Pachamanova, Dessislava; Sim, Melvyn 2 2012 A robust asset-liability management framework for investment products with guarantees. Zbl 1352.90050Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem 3 2016 Robust investment decisions under supply disruption in petroleum markets. Zbl 1307.91140Gülpınar, Nalan; Canakoglu, Ethem; Pachamanova, Dessislava 3 2014 Robust strategies for facility location under uncertainty. Zbl 1292.90166Gülpınar, Nalan; Pachamanova, Dessislava; Çanakoğlu, Ethem 12 2013 Skewness-aware asset allocation: a new theoretical framework and empirical evidence. Zbl 1278.91147Low, Cheekiat; Pachamanova, Dessislava; Sim, Melvyn 2 2012 Constructing risk measures from uncertainty sets. Zbl 1233.91153Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn 48 2009 Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333Bertsimas, Dimitris; Pachamanova, Dessislava 48 2008 Incorporating asymmetric distributional information in robust value-at-risk optimization. Zbl 1142.91593Natarajan, Karthik; Pachamanova, Dessislava; Sim, Melvyn 37 2008 Robust linear optimization under general norms. Zbl 1054.90046Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn 88 2004 all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 Cited in 19 Fields 163 Operations research, mathematical programming (90-XX) 110 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistics (62-XX) 12 Systems theory; control (93-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 5 Computer science (68-XX) 3 Biology and other natural sciences (92-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Measure and integration (28-XX) 2 Operator theory (47-XX) 2 Convex and discrete geometry (52-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Functional analysis (46-XX) 1 Geometry (51-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) Citations by Year