| Mean-risk models using two risk measures: a multi-objective approach D Roman, K Darby-Dowman, G Mitra Quantitative Finance 7 (4), 443-458, 2007 | 161 | 2007 |
| Portfolio construction based on stochastic dominance and target return distributions D Roman, K Darby-Dowman, G Mitra Mathematical Programming 108, 541-569, 2006 | 153 | 2006 |
| Processing second-order stochastic dominance models using cutting-plane representations CI Fábián, G Mitra, D Roman Mathematical Programming 130, 33-57, 2011 | 117 | 2011 |
| Enhanced indexation based on second-order stochastic dominance D Roman, G Mitra, V Zverovich European Journal of Operational Research 228 (1), 273-281, 2013 | 113 | 2013 |
| Portfolio selection models: A review and new directions D Roman, G Mitra Wilmott journal: the international journal of innovative quantitative …, 2009 | 92 | 2009 |
| An enhanced model for portfolio choice with SSD criteria: a constructive approach CI Fábián, G Mitra, D Roman, V Zverovich Quantitative Finance 11 (10), 1525-1534, 2011 | 76 | 2011 |
| An algorithm for moment-matching scenario generation with application to financial portfolio optimisation K Ponomareva, D Roman, P Date European Journal of Operational Research 240 (3), 678-687, 2015 | 39 | 2015 |
| Hidden Markov models for financial optimization problems D Roman, G Mitra, N Spagnolo IMA Journal of Management Mathematics 21 (2), 111-129, 2010 | 24 | 2010 |
| International Series in Operations Research & Management Science P Bogetoft, L Otto, P Kall, J Mayer, M Goetschalckx, EV Denardo Benchmarking with DEA, SFA, and R., 2011 | 23 | 2011 |
| Long-short portfolio optimisation in the presence of discrete asset choice constraints and two risk measures R Kumar, G Mitra, D Roman Available at SSRN 1099926, 2008 | 20 | 2008 |
| Novel approaches for portfolio construction using second order stochastic dominance CA Valle, D Roman, G Mitra Computational Management Science 14 (2), 257-280, 2017 | 18 | 2017 |
| Portfolio choice models based on second-order stochastic dominance measures: an overview and a computational study CI Fábián, G Mitra, D Roman, V Zverovich, T Vajnai, E Csizmás, O Papp Stochastic Optimization Methods in Finance and Energy: New Financial …, 2011 | 14 | 2011 |
| HMM based scenario generation for an investment optimisation problem C Erlwein, G Mitra, D Roman Annals of Operations Research 193, 173-192, 2012 | 13 | 2012 |
| Risk minimisation using options and risky assets MA Maasar, D Roman, P Date Operational Research 22 (1), 485-506, 2022 | 9 | 2022 |
| Portfolio optimisation using risky assets with options as derivative insurance MA Maasar, D Roman 5th Student Conference on Operational Research (SCOR 2016), 2016 | 9 | 2016 |
| Scenario generation for financial modelling: Desirable properties and a case study L Mitra, G Mitra, D Roman OptiRisk Systems: White Paper Series, OPT 10, 1-20, 2009 | 9 | 2009 |
| ALM models based on second order stochastic dominance M Alwohaibi, D Roman Computational Management Science 15, 187-211, 2018 | 7 | 2018 |
| An asset and liability management (ALM) model using integrated chance constraints SAS Hussin, G Mitra, D Roman American Institute of Physics, 2014 | 4 | 2014 |
| An enhanced model for portfolio choice with ssd criteria: a constructive approach CI Fbin, G Mitra, D Roman, V Zverovich Quantitative Finance 11 (10), 1525, 2011 | 4 | 2011 |
| Portfolio optimisation models and properties of return distributions D Roman, K Darby-Dowman, G Mitra Brunel University, 2004 | 4 | 2004 |
