Concepedia

Diana Roman

DR

12

Publications

645

Citations

11

H-Index

1996

Active since

Affiliations

Brunel University of London(Current)

Eötvös Loránd University

Zöldségtermesztési Kutató Intézet (Hungary)

Diana Roman is an author at Brunel University of London specializing in finance, asset pricing, and management.

Top concepts

FinanceManagementAsset PricingPortfolio SelectionPortfolio OptimizationBusinessPortfolio ManagementFinancial EngineeringStatisticsEngineering

Publications per year

1996–2017

12

Publications

12

Mean-risk models using two risk measures: a multi-objective approach

Diana Roman, Kenneth Darby-Dowman, Gautam Mitra · Quantitative Finance · 2007 · 120 citations

Engineering, Return Distribution, Risk Metric +16

Portfolio construction based on stochastic dominance and target return distributions

Diana Roman, K Darby-Dowman, Gautam Mitra · Mathematical Programming · 2006 · 115 citations

Mathematical Programming, Portfolio Optimization, Portfolio Construction +10

Processing second-order stochastic dominance models using cutting-plane representations

Csaba I. Fábián, Gautam Mitra, Diana Roman · Mathematical Programming · 2009 · 99 citations · Full text

Mathematical Programming, Engineering, Stochastic Optimization +4

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

Aerodynamic design challenges of the Blended-Wing-Body subsonic transport

Diana Roman, J. E. Allen, R. H. Liebeck · 18th Applied Aerodynamics Conference · 2000 · 66 citations

Wing Design, Aeroacoustics, Aeronautics +15

Rows per page

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