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ORCIDDiana Roman
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2020 – today
- 2022
[j8]Mohd A. Maasar, Diana Roman, Paresh Date:
Risk minimisation using options and risky assets. Oper. Res. 22(1): 485-506 (2022)
2010 – 2019
- 2018
- [j7]Maram Al-Wohaibi
, Diana Roman:
ALM models based on second order stochastic dominance. Comput. Manag. Sci. 15(2): 187-211 (2018) - 2017
- [j6]Cristiano Arbex Valle, Diana Roman, Gautam Mitra:
Novel approaches for portfolio construction using second order stochastic dominance. Comput. Manag. Sci. 14(2): 257-280 (2017) - 2016
- [c1]Mohd A. Maasar, Diana Roman, Paresh Date:
Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance. SCOR 2016: 9:1-9:17 - 2015
- [j5]Ksenia Ponomareva, Diana Roman, Paresh Date:
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation. Eur. J. Oper. Res. 240(3): 678-687 (2015) - 2013
- [j4]Diana Roman, Gautam Mitra, Victor Zverovich:
Enhanced indexation based on second-order stochastic dominance. Eur. J. Oper. Res. 228(1): 273-281 (2013) - 2012
- [j3]Christina Erlwein, Gautam Mitra, Diana Roman:
HMM based scenario generation for an investment optimisation problem. Ann. Oper. Res. 193(1): 173-192 (2012) - 2011
- [j2]Csaba I. Fábián, Gautam Mitra, Diana Roman:
Processing second-order stochastic dominance models using cutting-plane representations. Math. Program. 130(1): 33-57 (2011)
2000 – 2009
- 2006
- [j1]Diana Roman, Ken Darby-Dowman, Gautam Mitra:
Portfolio construction based on stochastic dominance and target return distributions. Math. Program. 108(2-3): 541-569 (2006)
Coauthor Index
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