Concepedia

Pavlo Krokhmal

PK

17

Publications

683

Citations

15

H-Index

2002

Active since

Affiliations

University of Iowa(Current)

University of Florida

Eglin Air Force Base

Stevens Institute of Technology

Engineering Arts (United States)

Pavlo Krokhmal is an author at University of Iowa specializing in engineering, mathematical programming, and combinatorial optimization.

ORCID

Top concepts

Publications per year

2002–2016

17

Publications

17

Modeling and optimization of risk

Pavlo Krokhmal, Michael Zabarankin, Stan Uryasev · Surveys in Operations Research and Management Science · 2010 · 164 citations

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Higher moment coherent risk measures

Pavlo Krokhmal · Quantitative Finance · 2007 · 131 citations

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Random assignment problems

Pavlo Krokhmal, Pãnos M. Pardalos · European Journal of Operational Research · 2007 · 60 citations

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Risk Management for Hedge Fund Portfolios

Pavlo Krokhmal, Stan Uryasev, Grigory Zrazhevsky · The Journal of Alternative Investments · 2002 · 52 citations

Risk optimization with p-order conic constraints: A linear programming approach

Pavlo Krokhmal, Policarpio Antonio Soberanis · European Journal of Operational Research · 2009 · 33 citations

, , +9

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