Pachamanova Dessislava

Dessislava Pachamanova

Information about the author Dessislava Pachamanova will soon be added to the site.
Found 7 papers in total
A robust asset‐liability management framework for investment products with guarantees
A robust asset‐liability management framework for investment products with guarantees
2016
This paper suggests a robust asset–liability management framework for investment...
Robust strategies for facility location under uncertainty
Robust strategies for facility location under uncertainty
2013
This paper considers a stochastic facility location problem in which multiple...
Constructing risk measures from uncertainty sets
Constructing risk measures from uncertainty sets
2009
We illustrate the correspondence between uncertainty sets in robust optimization and...
Optimization of the light distribution of luminaries for tunnel and street lighting
Optimization of the light distribution of luminaries for tunnel and street lighting
2008
An optimization approach is discussed for the problem of designing light distributions...
Robust multiperiod portfolio management in the presence of transaction costs
Robust multiperiod portfolio management in the presence of transaction costs
2008
We study the viability of different robust optimization approaches to multiperiod...
Introducing integer modeling with Excel Solver
Introducing integer modeling with Excel Solver
2006
This article suggests ideas for introducing integer modeling of fixed (entry) costs...
Robust linear optimization under general norms
Robust linear optimization under general norms
2004
We explicitly characterize the robust counterpart of a linear programming problem with...
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