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Darinka Dentcheva

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Personal Details

First Name:Darinka
Middle Name:
Last Name:Dentcheva
Suffix:
RePEc Short-ID:pde121
http://www.stevens.edu/math/People/Faculty/Darinka_Dentcheva.htm
Stevens Institute of Technology Department of Mathematical Sciences Castle Point on Hudson Hoboken, NJ 07030
201-216-8640
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  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. Darinka Dentcheva & Spiridon Penev & Andrzej Ruszczyński, 2017. "Statistical estimation of composite risk functionals and risk optimization problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(4), pages 737-760, August.
  2. Darinka Dentcheva & Eli Wolfhagen, 2016. "Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints," Mathematics of Operations Research, INFORMS, vol. 41(1), pages 1-22, February.
  3. Darinka Dentcheva & Gabriela Martinez & Eli Wolfhagen, 2016. "Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints," Operations Research, INFORMS, vol. 64(6), pages 1451-1465, December.
  4. Darinka Dentcheva & Andrzej Ruszczyński & Tamás Szántai, 2012. "Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)," Annals of Operations Research, Springer, vol. 200(1), pages 1-2, November.
  5. Darinka Dentcheva & Gabriela Martinez, 2012. "Augmented Lagrangian method for probabilistic optimization," Annals of Operations Research, Springer, vol. 200(1), pages 109-130, November.
  6. 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.
  7. Dentcheva Darinka & Stock Gregory J. & Rekeda Ludmyla, 2011. "Mean-risk tests of stochastic dominance," Statistics & Risk Modeling, De Gruyter, vol. 28(2), pages 97-118, May.
  8. 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.
  9. Darinka Dentcheva & Spiridon Penev & Andrzej Ruszczyński, 2010. "Kusuoka representation of higher order dual risk measures," Annals of Operations Research, Springer, vol. 181(1), pages 325-335, December.
  10. Dentcheva, Darinka & Ruszczynski, Andrzej, 2006. "Portfolio optimization with stochastic dominance constraints," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 433-451, February.
  11. Darinka Dentcheva & Bogumila Lai & Andrzej Ruszczyński, 2004. "Dual methods for probabilistic optimization problems ," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 60(2), pages 331-346, October.
  12. Darinka Dentcheva, 2001. "On Differentiability of Metric Projections onto Moving Convex Sets," Annals of Operations Research, Springer, vol. 101(1), pages 283-298, January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MIC: Microeconomics (3) 2004-02-23 2004-03-07 2012-12-10
  2. NEP-CFN: Corporate Finance (1) 2004-03-14
  3. NEP-CMP: Computational Economics (1) 2004-02-23
  4. NEP-FIN: Finance (1) 2004-02-23
  5. NEP-HPE: History & Philosophy of Economics (1) 2012-12-10
  6. NEP-RMG: Risk Management (1) 2004-03-14
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2012-12-10

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