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Alexei Gaivoronski

Alexei Gaivoronski

Norwegian University of Science & Technology - Trondheim / Norway
Business & Management / Decision Science and Operations Management
AD Scientific Index ID: 1766895
Norwegian University of Science and Technology
person_outline Alexei Gaivoronski's MOST POPULAR ARTICLES
1-) Value-at-risk in portfolio optimization: properties and computational approach Journal of risk 7 (2), 1-31, 2005
2-) Optimal portfolio selection and dynamic benchmark tracking European Journal of operational research 163 (1), 115-131, 2005
3-) Stochastic programming in water management: A case study and a comparison of solution techniques European Journal of Operational Research 52 (1), 28-44, 1991
4-) Stochastic optimization problems with incomplete information on distribution functions SIAM Journal on Control and Optimization 23 (5), 697-716, 1985
5-) Stochastic nonstationary optimization for finding universal portfolios Annals of Operations Research 100 (1), 165-188, 2000