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Dessislava Pachamanova
Title
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Year
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
8792007
Robust linear optimization under general norms
D Bertsimas, D Pachamanova, M Sim
Operations Research Letters 32 (6), 510-516, 2004
6342004
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
3942017
Robust multiperiod portfolio management in the presence of transaction costs
D Bertsimas, D Pachamanova
Computers & Operations Research 35 (1), 3-17, 2008
2632008
Constructing risk measures from uncertainty sets
K Natarajan, D Pachamanova, M Sim
Operations research 57 (5), 1129-1141, 2009
2222009
Incorporating asymmetric distributional information in robust value-at-risk optimization
K Natarajan, D Pachamanova, M Sim
Management Science 54 (3), 573-585, 2008
1792008
Robust strategies for facility location under uncertainty
N Gülpınar, D Pachamanova, E Çanakoğlu
European Journal of Operational Research 225 (1), 21-35, 2013
1362013
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
1032017
Optimization of the light distribution of luminaries for tunnel and street lighting
A Pachamanov, D Pachamanova
Engineering Optimization 40 (1), 47-65, 2008
912008
Simulation and Optimization in Finance: Modeling with MATLAB,@ RISK, or VBA
DA Pachamanova, FJ Fabozzi
John Wiley & Sons, 2010
782010
Topic modeling and technology forecasting for assessing the commercial viability of healthcare innovations
SS Erzurumlu, D Pachamanova
Technological Forecasting and Social Change 156, 120041, 2020
662020
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
652013
Impact of the Medicare hospital readmissions reduction program on vulnerable populations
Y Gai, D Pachamanova
BMC health services research 19, 1-15, 2019
512019
The dilemma of false positives: Making content id algorithms more conducive to fostering innovative fair use in media creation
T Lester, D Pachamanova
UCLA Ent. L. Rev. 24, 51, 2017
472017
Portfolio construction and analytics
FJ Fabozzi, DA Pachamanova
John Wiley & Sons, 2016
472016
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, 79-95, 2015
362015
A robust optimization approach to finance
DA Pachamanova
Massachusetts Institute of Technology, 2002
312002
A robust asset–liability management framework for investment products with guarantees
N Gülpınar, D Pachamanova, E Çanakoğlu
OR Spectrum 38, 1007-1041, 2016
242016
Recent trends in equity portfolio construction analytics
DA Pachamanova, FJ Fabozzi
Journal of portfolio management 40 (3), 137, 2014
242014
Robust investment decisions under supply disruption in petroleum markets
N Gülpιnar, E Canakoglu, D Pachamanova
Computers & operations research 44, 75-91, 2014
242014
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