Concepedia

Oleksandr Romanko

OR

7

Publications

365

Citations

7

H-Index

2006

Active since

Affiliations

McMaster University(Current)

Oleksandr Romanko is an author at McMaster University specializing in portfolio management, management, and engineering.

Top concepts

Publications per year

2006–2023

7

Publications

7

Normalization and Other Topics in MultiObjective Optimization

Oleg Grodzevich, Oleksandr Romanko · 2006 · 201 citations

Sensitivity analysis in convex quadratic optimization: Simultaneous perturbation of the objective and right-hand-side vectors

‎Alireza Ghaffari-Hadigheh, Oleksandr Romanko, Tamás Terlaky · 2007 · 37 citations

Portfolio credit-risk optimization

Ian Iscoe, Alexander Kreinin, Helmut Mausser et al. · Journal of Banking & Finance · 2012 · 33 citations

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ChatGPT-Based Investment Portfolio Selection

Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon · Operations Research Forum · 2023 · 31 citations

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Long-only equal risk contribution portfolios for CVaR under discrete distributions

Helmut Mausser, Oleksandr Romanko · Quantitative Finance · 2018 · 26 citations

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