Spiridon I. Penev
Orcid: 0000-0002-3669-0010Affiliations:
- University of New South Wales, School of Mathematics and Statistics, Australia
According to our database1,
Spiridon I. Penev
authored at least 13 papers
between 1997 and 2020.
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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on zbmath.org
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on orcid.org
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on d-nb.info
On csauthors.net:
Bibliography
2020
Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables.
Comput. Stat., 2020
2019
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion.
Eur. J. Oper. Res., 2019
2018
J. Multivar. Anal., 2018
Eur. J. Oper. Res., 2018
2017
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness.
Eur. J. Oper. Res., 2017
2016
Autom., 2016
2013
Multistage optimization of option portfolio using higher order coherent risk measures.
Eur. J. Oper. Res., 2013
2010
2008
Comput. Stat. Data Anal., 2008
2000
A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles.
Comput. Stat., 2000
1997