V. Kuzmenko

Portfolio Optimization with Second-Order Stochastic Dominance Constraints and Portfolios Dominating Indices

Neslihan Fidan Keçeci, S. Uryasev, V. Kuzmenko, 2016 .

Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

Neslihan Fidan Keçeci, S. Uryasev, V. Kuzmenko, 2016 .

CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles

S. Uryasev, V. Kuzmenko, A. Golodnikov, 2019, Journal of Risk and Financial Management.

Kantorovich–Rubinstein Distance Minimization: Application to Location Problems

Stan Uryasev, Viktor Kuzmenko, S. Uryasev, 2019, Springer Optimization and Its Applications.

Checkerboard copula defined by sums of random variables

S. Uryasev, V. Kuzmenko, Romel Salam, 2020 .

Optimal supplier choice with discounting

John A. Keane, Boris Goldengorin, Viktor Kuzmenko, 2011, J. Oper. Res. Soc..