Adam Krzemienowski

On Extending the LP Computable Risk Measures to Account Downside Risk

Wlodzimierz Ogryczak, Adam Krzemienowski, W. Ogryczak, 2005, Comput. Optim. Appl..

Portfolio optimization with a copula-based extension of conditional value-at-risk

Adam Krzemienowski, Sylwia Szymczyk, Adam Krzemienowski, 2016, Ann. Oper. Res..

Risk preference modeling with conditional average: an application to portfolio optimization

Adam Krzemienowski, Adam Krzemienowski, 2009, Ann. Oper. Res..