AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
Vladimir Kirilyuk

Vladimir Kirilyuk

Donetsk O. O. Galkin Institute of Physics and Engineering National Academy of Sciences of Ukraine - Donetsk / Ukraine
Business & Management / Decision Science and Operations Management
AD Scientific Index ID: 6053697
Донецк О. О. Галкин Институт физики и инженерии Национальная академия наук Украины
person_outline Vladimir Kirilyuk's MOST POPULAR ARTICLES
1-) The class of polyhedral coherent risk measures Cybernetics and Systems Analysis 40 (4), 599-609, 2004
2-) Polyhedral Coherent Risk Measures and Optimal Portfolios on the Reward–Risk Ratio1 Cybernetics and Systems Analysis 50 (5), 724-740, 2014
3-) Polyhedral coherent risk measures and investment portfolio optimization Cybernetics and Systems Analysis 44 (2), 250-260, 2008
4-) Risk measures in stochastic programming and robust optimization problems Cybernetics and Systems Analysis 51 (6), 874, 2015
5-) Expected utility theory, optimal portfolios, and polyhedral coherent risk measures Cybernetics and Systems Analysis 50 (6), 874-883, 2014