Adam Krzemienowski

Publication Activity (10 Years)

Years Active: 2005-2016
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Portfolio Management

Top Venues

Ann. Oper. Res.

Publications

Adam Krzemienowski, Sylwia Szymczyk
Portfolio optimization with a copula-based extension of conditional value-at-risk. Ann. Oper. Res. 237 (1-2) (2016)
Adam Krzemienowski
Risk preference modeling with conditional average: an application to portfolio optimization. Ann. Oper. Res. 165 (1) (2009)
Adam Krzemienowski, Wlodzimierz Ogryczak
On Extending the LP Computable Risk Measures to Account Downside Risk. Comput. Optim. Appl. 32 (1-2) (2005)