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Darinka Dentcheva


This is information that was supplied by Darinka Dentcheva in registering through RePEc. If you are Darinka Dentcheva , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Darinka
Middle Name:
Last Name: Dentcheva

RePEc Short-ID: pde121

Postal Address: Stevens Institute of Technology Department of Mathematical Sciences Castle Point on Hudson Hoboken, NJ 07030
Phone: 201-216-8640



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Working papers

  1. Dentcheva, Darinka & Ruszczynski, Andrzej, 2012. "Common mathematical foundations of expected utility and dual utility theories," MPRA Paper 42736, University Library of Munich, Germany.
  2. Darinka Dentcheva & Andrzej Ruszczynski, 2005. "Inverse stochastic dominance constraints and rank dependent expected utility theory," GE, Growth, Math methods 0503001, EconWPA.
  3. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Optimization Under First Order Stochastic Dominance Constraints," GE, Growth, Math methods 0403002, EconWPA, revised 07 Aug 2005.
  4. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance 0402016, EconWPA, revised 02 Mar 2006.
  5. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Convexification of Stochastic Ordering," GE, Growth, Math methods 0402005, EconWPA, revised 05 Aug 2005.


  1. Dentcheva, Darinka & Martinez, Gabriela, 2012. "Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse," European Journal of Operational Research, Elsevier, vol. 219(1), pages 1-8.
  2. Dentcheva, Darinka & Penev, Spiridon, 2010. "Shape-restricted inference for Lorenz curves using duality theory," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 403-412, March.
  3. Dentcheva, Darinka & Ruszczynski, Andrzej, 2006. "Portfolio optimization with stochastic dominance constraints," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 433-451, February.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-03-14
  2. NEP-CMP: Computational Economics (1) 2004-02-23
  3. NEP-FIN: Finance (1) 2004-02-23
  4. NEP-HPE: History & Philosophy of Economics (1) 2012-12-10
  5. NEP-MIC: Microeconomics (3) 2004-02-23 2004-03-07 2012-12-10. Author is listed
  6. NEP-RMG: Risk Management (1) 2004-03-14
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2012-12-10


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