- Contamination technique for two-stage stochastic integer programs2000 | Faculty of Mathematics and Physics
- Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints2013 | Faculty of Mathematics and Physics
- Approximation and contamination bounds for probabilistic programs2012 | Faculty of Mathematics and Physics
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
- Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions2010 | Faculty of Mathematics and Physics
- Stress testing for VaR and CVaR2007 | Faculty of Mathematics and Physics
- Testing the structure of multistage stochastic programs2009 | Faculty of Mathematics and Physics
- STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS2015 | Faculty of Mathematics and Physics
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- Multi-Stage Stochastic Programming with CVaR: Modeling, Algorithms and RobustnessPublication without faculty affiliation
- Robustness of stochastic programs with endogenous randomness via contamination2023 | Faculty of Mathematics and Physics