Diana Roman - Concepedia

Author

Diana Roman

Brunel University of London ORCID

Also Known As

D. B. ROMAN, D. Roman, Dan Roman, Diana Roman, Roman, Diana

Publications

733

Citations

H-Index

Concepts

All Affiliations

Brunel University of London Eötvös Loránd University Zöldségtermesztési Kutató Intézet (Hungary)

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Management	8	8	439
2	Business	7	7	317
3	Engineering	5	5	333
4	Accounting	2	2	106
5	Public Health	1	1	120

Diana Roman

Publications

645

Citations

H-Index

Page 1

	Year	Citations
Mean-risk models using two risk measures: a multi-objective approach Diana Roman, Kenneth Darby-Dowman, Gautam Mitra Quantitative Finance EngineeringReturn DistributionRisk MetricPortfolio ManagementRisk Analysis	2007	120
Portfolio construction based on stochastic dominance and target return distributions Diana Roman, K Darby-Dowman, Gautam Mitra Mathematical Programming Mathematical ProgrammingPortfolio OptimizationPortfolio ConstructionAsset PricingPortfolio Selection	2006	115
Processing second-order stochastic dominance models using cutting-plane representations Csaba I. Fábián, Gautam Mitra, Diana Roman Mathematical Programming Mathematical ProgrammingEngineeringStochastic OptimizationStochastic SystemStochastic Geometry	2009	99
Enhanced indexation based on second-order stochastic dominance Diana Roman, Gautam Mitra, Victor Zverovich European Journal of Operational Research Index SystemAsset AllocationPortfolio ManagementPortfolio ChoiceInformation Retrieval	2013	95
Aerodynamic design challenges of the Blended-Wing-Body subsonic transport Diana Roman, J. E. Allen, R. H. Liebeck 18th Applied Aerodynamics Conference Wing DesignAeroacousticsAeronauticsAerodynamic LoadsEngineering	2000	66
An enhanced model for portfolio choice with SSD criteria: a constructive approach Csaba I. Fábián, Gautam Mitra, Diana Roman, Quantitative Finance Portfolio ManagementPortfolio ChoiceRisk MeasureAsset PricingManagement	2010	50
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation Ksenia Ponomareva, Diana Roman, Paresh Date European Journal of Operational Research Mathematical ProgrammingPortfolio OptimizationEngineeringAsset PricingMoment-matching Scenario Generation	2014	25
Dynamic assignation of due-dates in an assembly shop based in simulation Diana Roman, A. G. del VALLEI International Journal of Production Research EngineeringIndustrial EngineeringDelayed JobsOperations ResearchDispatch Rule	1996	23
Enhanced Indexation Based on Second-Order Stochastic Dominance Diana Roman, Gautam Mitra, Victor Zviarovich SSRN Electronic Journal	2011	18
Hidden Markov models for financial optimization problems Diana Roman, Gautam Mitra, Nicola Spagnolo IMA Journal of Management Mathematics Stochastic SimulationPortfolio OptimizationFinancial EconomicsAsset PricingComputational Finance	2009	12

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