Dessislava Pachamanova
Dessislava Pachamanova
Professor, Babson College
Verifierad e-postadress på babson.edu - Startsida
TitelCiteras avÅr
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
4892007
Robust linear optimization under general norms
D Bertsimas, D Pachamanova, M Sim
Operations Research Letters 32 (6), 510-516, 2004
4672004
Robust multiperiod portfolio management in the presence of transaction costs
D Bertsimas, D Pachamanova
Computers & Operations Research 35 (1), 3-17, 2008
1962008
Constructing risk measures from uncertainty sets
K Natarajan, D Pachamanova, M Sim
Operations research 57 (5), 1129-1141, 2009
1672009
Incorporating asymmetric distributional information in robust value-at-risk optimization
K Natarajan, D Pachamanova, M Sim
Management Science 54 (3), 573-585, 2008
1162008
Robust portfolio optimization
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
The Journal of portfolio management 33 (3), 40-48, 2007
832007
Robust strategies for facility location under uncertainty
N Gülpınar, D Pachamanova, E Çanakoğlu
European Journal of Operational Research 225 (1), 21-35, 2013
762013
Optimization of the light distribution of luminaries for tunnel and street lighting
A Pachamanov, D Pachamanova
Engineering Optimization 40 (1), 47-65, 2008
562008
Simulation and Optimization in Finance: Modeling with MATLAB,@ RISK, or VBA
DA Pachamanova, FJ Fabozzi
John Wiley & Sons, 2010
502010
Blockchain: Emergent industry adoption and implications for accounting
J Kokina, R Mancha, D Pachamanova
Journal of Emerging Technologies in Accounting 14 (2), 91-100, 2017
342017
A Robust Optimization Approach to Asset Liability Management under Time-Varying Investment Opportunities
N Gulpinar, D Pachamanova
Journal of Banking and Finance 37 (6), 2031-2041, 2013
292013
The role of data visualization and analytics in performance management: Guiding entrepreneurial growth decisions
J Kokina, D Pachamanova, A Corbett
Journal of Accounting Education 38, 50-62, 2017
212017
A robust optimization approach to finance
DA Pachamanova
Massachusetts Institute of Technology, 2002
212002
Back-propagation of user innovations: The open source compatibility edge
C Hicks, D Pachamanova
Business Horizons 50 (4), 315-324, 2007
202007
Modified Brady voice traffic model for WLAN and WMAN
BP Tsankov, RA Pachamanov, DA Pachamanova
Electronics Letters 43 (23), 2007
172007
Handling parameter uncertainty in portfolio risk minimization
DA Pachamanova
The Journal of Portfolio Management 32 (4), 70-78, 2006
172006
Robust investment decisions under supply disruption in petroleum markets
N Gülpιnar, E Canakoglu, D Pachamanova
Computers & Operations Research 44, 75-91, 2014
152014
From predictive uplift modeling to prescriptive uplift analytics: A practical approach to treatment optimization while accounting for estimation risk
VSY Lo, DA Pachamanova
Journal of Marketing Analytics 3 (2), 79-95, 2015
122015
Recent Trends in Equity PortfolioConstruction Analytics
DA Pachamanova, FJ Fabozzi
The Journal of Portfolio Management 40 (3), 137-151, 2014
122014
Portfolio construction and analytics
FJ Fabozzi, DA Pachamanova
John Wiley & Sons, 2016
102016
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Artiklar 1–20