Concepedia

Victor Zverovich

VZ

3

Publications

204

Citations

3

H-Index

2010

Active since

Affiliations

Brunel University of London(Current)

Eötvös Loránd University

Zöldségtermesztési Kutató Intézet (Hungary)

Victor Zverovich is an author at Brunel University of London specializing in linear optimization, asset pricing, and portfolio selection.

Top concepts

FinanceBusinessManagementStatisticsAsset PricingLinear ProgrammingPortfolio SelectionPortfolio ManagementFinancial EngineeringPortfolio Optimization

Publications per year

2010–2013

3

Publications

3

Enhanced indexation based on second-order stochastic dominance

Diana Roman, Gautam Mitra, Victor Zverovich · European Journal of Operational Research · 2013 · 95 citations · Full text

Index System, Asset Allocation, Portfolio Management +19

A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition

Victor Zverovich, Csaba I. Fábián, Eldon F. D. Ellison et al. · Mathematical Programming Computation · 2012 · 59 citations

Mathematical Programming, Numerical Analysis, Stochastic Hybrid System +12

An enhanced model for portfolio choice with SSD criteria: a constructive approach

Csaba I. Fábián, Gautam Mitra, Diana Roman et al. · Quantitative Finance · 2010 · 50 citations · Full text

Portfolio Management, Portfolio Choice, Risk Measure +20

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