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Darinka Dentcheva

Personal Details

First Name:Darinka
Middle Name:
Last Name:Dentcheva
Suffix:
RePEc Short-ID:pde121
[This author has chosen not to make the email address public]
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

Affiliation

School of Business
Stevens Institute of Technology

Hoboken, New Jersey (United States)
https://www.stevens.edu/school-business
RePEc:edi:sbsitus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Gabriele Torri & Rosella Giacometti & Darinka Dentcheva & Svetlozar T. Rachev & W. Brent Lindquist, 2023. "An Axiomatic Risk-Reward Framework for Sustainable Investing," Papers 2309.05866, arXiv.org, revised Feb 2026.
  2. Dentcheva, Darinka & Ruszczynski, Andrzej, 2012. "Common mathematical foundations of expected utility and dual utility theories," MPRA Paper 42736, University Library of Munich, Germany.
  3. Darinka Dentcheva & Andrzej Ruszczynski, 2005. "Inverse stochastic dominance constraints and rank dependent expected utility theory," GE, Growth, Math methods 0503001, University Library of Munich, Germany.
  4. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Optimization Under First Order Stochastic Dominance Constraints," GE, Growth, Math methods 0403002, University Library of Munich, Germany, revised 07 Aug 2005.
  5. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance 0402016, University Library of Munich, Germany, revised 02 Mar 2006.
  6. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Convexification of Stochastic Ordering," GE, Growth, Math methods 0402005, University Library of Munich, Germany, revised 05 Aug 2005.

Articles

  1. Constantine Alexander Vitt & Darinka Dentcheva & Hui Xiong, 2025. "Risk-averse classification," Annals of Operations Research, Springer, vol. 354(3), pages 1353-1387, November.
  2. Huihui Chen & Darinka Dentcheva & Yang Lin & Gregory J. Stock, 2025. "Central limit theorems for vector-valued composite functionals with smoothing and applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(5), pages 821-852, October.
  3. Aray Almen & Darinka Dentcheva, 2024. "On Risk Evaluation and Control of Distributed Multi-agent Systems," Journal of Optimization Theory and Applications, Springer, vol. 203(2), pages 2025-2054, November.
  4. Constantine A. Vitt & Darinka Dentcheva & Andrzej Ruszczyński & Nolan Sandberg, 2023. "The deepest event cuts in risk-averse optimization with application to radiation therapy design," Computational Optimization and Applications, Springer, vol. 86(3), pages 1347-1372, December.
  5. Darinka Dentcheva & Yang Lin & Spiridon Penev, 2023. "Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems," Operations Research, INFORMS, vol. 71(5), pages 1871-1888, September.
  6. Giorgio Consigli & Darinka Dentcheva & Francesca Maggioni, 2020. "Stochastic optimization: theory and applications," Annals of Operations Research, Springer, vol. 292(2), pages 575-580, September.
  7. Darinka Dentcheva & Gregory J. Stock, 2018. "On the price of risk in a mean-risk optimization model," Quantitative Finance, Taylor & Francis Journals, vol. 18(10), pages 1699-1713, October.
  8. 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.
  9. 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.
  10. 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.
  11. Darinka Dentcheva & Gabriela Martinez, 2012. "Augmented Lagrangian method for probabilistic optimization," Annals of Operations Research, Springer, vol. 200(1), pages 109-130, November.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Dentcheva, Darinka & Ruszczynski, Andrzej, 2006. "Portfolio optimization with stochastic dominance constraints," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 433-451, February.
  17. 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.
  18. Darinka Dentcheva, 2001. "On Differentiability of Metric Projections onto Moving Convex Sets," Annals of Operations Research, Springer, vol. 101(1), pages 283-298, January.
    RePEc:inm:ormoor:v:41:y:2016:i:1:p:1-22 is not listed on IDEAS

Chapters

  1. Darinka Dentcheva & Andrzej Ruszczyński, 2010. "Portfolio Optimization with Risk Control by Stochastic Dominance Constraints," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 189-211, Springer.
  2. W. Römisch & R. Schultz & D. Dentcheva & R. Gollmer & A. Möller & P. Reeh & G. Schwarzbach & J. Thomas, 1997. "Optimale Blockauswahl bei der Kraftwerkseinsatzplanung," Springer Books, in: Karl-Heinz Hoffmann & Willi Jäger & Thomas Lohmann & Hermann Schunck (ed.), Mathematik Schlüsseltechnologie für die Zukunft, pages 567-577, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

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-ENV: Environmental Economics (1) 2023-10-16
  5. NEP-GER: German Papers (1) 2023-10-16
  6. NEP-HPE: History and Philosophy of Economics (1) 2012-12-10
  7. NEP-RMG: Risk Management (1) 2004-03-14
  8. NEP-UPT: Utility Models and Prospect Theory (1) 2012-12-10

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