Diana Roman

According to our database, Diana Roman authored at least 9 papers between 2006 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Risk minimisation using options and risky assets.

Mohd A. Maasar, Diana Roman, Paresh Date

Oper. Res., 2022

2018

ALM models based on second order stochastic dominance.

Maram Al-Wohaibi, Diana Roman

Comput. Manag. Sci., 2018

2017

Novel approaches for portfolio construction using second order stochastic dominance.

Cristiano Arbex Valle, Diana Roman, Gautam Mitra

Comput. Manag. Sci., 2017

2016

Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance.

Mohd A. Maasar, Diana Roman, Paresh Date

Proceedings of the 5th Student Conference on Operational Research, 2016

2015

An algorithm for moment-matching scenario generation with application to financial portfolio optimisation.

Ksenia Ponomareva, Diana Roman, Paresh Date

Eur. J. Oper. Res., 2015

2013

Enhanced indexation based on second-order stochastic dominance.

Diana Roman, Gautam Mitra, Victor Zverovich

Eur. J. Oper. Res., 2013

2012

HMM based scenario generation for an investment optimisation problem.

Christina Erlwein, Gautam Mitra, Diana Roman

Ann. Oper. Res., 2012

2011

Processing second-order stochastic dominance models using cutting-plane representations.

Csaba I. Fábián, Gautam Mitra, Diana Roman

Math. Program., 2011

2006

Portfolio construction based on stochastic dominance and target return distributions.

Diana Roman, Ken Darby-Dowman, Gautam Mitra

Math. Program., 2006