Adam Krzemienowski

According to our database¹, Adam Krzemienowski authored at least 3 papers between 2005 and 2016.

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PhD thesis

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2016

Portfolio optimization with a copula-based extension of conditional value-at-risk.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2016

2009

Risk preference modeling with conditional average: an application to portfolio optimization.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2009

2005

On Extending the LP Computable Risk Measures to Account Downside Risk.

[BibT_eX]

[DOI]

Comput. Optim. Appl., 2005