| Portfolio optimization with conditional value-at-risk objective and constraints P Krokhmal, J Palmquist, S Uryasev Journal of risk 4, 43-68, 2002 | 1113 | 2002 |
| Modeling and optimization of risk P Krokhmal, M Zabarankin, S Uryasev Surveys in operations research and management science 16 (2), 49-66, 2011 | 268 | 2011 |
| Higher moment coherent risk measures PA Krokhmal Routledge 7 (4), 373-387, 2007 | 149 | 2007 |
| Portfolio optimization with conditional value-at-risk objective and constraints J Palmquist, S Uryasev, P Krokhmal Department of Industrial & Systems Engineering, University of Florida, 1999 | 107 | 1999 |
| Risk management for hedge fund portfolios: a comparative analysis of linear rebalancing strategies P Krokhmal, S Uryasev, G Zrazhevsky The Journal of Alternative Investments 5 (1), 10-29, 2002 | 80 | 2002 |
| Random assignment problems PA Krokhmal, PM Pardalos European Journal of Operational Research 194 (1), 1-17, 2009 | 79 | 2009 |
| Numerical comparison of conditional value-at-risk and conditional drawdown-at-risk approaches: application to hedge funds P Krokhmal, S Uryasev, G Zrazhevsky Applications of stochastic programming, 609-631, 2005 | 55 | 2005 |
| A sample-path approach to optimal position liquidation P Krokhmal, S Uryasev Annals of Operations Research 152, 193-225, 2007 | 39 | 2007 |
| Robust decision making: Addressing uncertainties in distributions P Krokhmal, R Murphey, P Pardalos, S Uryasev, G Zrazhevski Cooperative control: Models, applications and algorithms, 165-185, 2003 | 39 | 2003 |
| Detection of temporal changes in psychophysiological data using statistical process control methods J Cannon, PA Krokhmal, Y Chen, R Murphey Computer methods and programs in biomedicine 107 (3), 367-381, 2012 | 38 | 2012 |
| Risk optimization with p-order conic constraints: A linear programming approach PA Krokhmal, P Soberanis European Journal of Operational Research 201 (3), 653-671, 2010 | 37 | 2010 |
| On the number of local minima for the multidimensional assignment problem DA Grundel, PA Krokhmal, CAS Oliveira, PM Pardalos Journal of Combinatorial Optimization 13, 1-18, 2007 | 36 | 2007 |
| On finding k-cliques in k-partite graphs M Mirghorbani, P Krokhmal Optimization Letters 7, 1155-1165, 2013 | 33 | 2013 |
| Asymptotic behavior of the expected optimal value of the multidimensional assignment problem PA Krokhmal, DA Grundel, PM Pardalos Mathematical programming 109 (2), 525-551, 2007 | 33 | 2007 |
| Polyhedral approximations in p-order cone programming A Vinel, PA Krokhmal Optimization Methods and Software 29 (6), 1210-1237, 2014 | 30 | 2014 |
| An algorithm for online detection of temporal changes in operator cognitive state using real-time psychophysiological data JA Cannon, PA Krokhmal, RV Lenth, R Murphey Biomedical Signal Processing and Control 5 (3), 229-236, 2010 | 27 | 2010 |
| Certainty equivalent measures of risk A Vinel, PA Krokhmal Annals of Operations Research 249 (1), 75-95, 2017 | 26 | 2017 |
| Generalized analytic functions in 3D Stokes flows M Zabarankin, P Krokhmal Quarterly Journal of Mechanics and Applied Mathematics 60 (2), 99-123, 2007 | 24 | 2007 |
| On p-norm linear discrimination Y Morenko, A Vinel, Z Yu, P Krokhmal European Journal of Operational Research 231 (3), 784-789, 2013 | 23 | 2013 |
| On risk-averse maximum weighted subgraph problems M Rysz, M Mirghorbani, P Krokhmal, EL Pasiliao Journal of Combinatorial Optimization 28, 167-185, 2014 | 22 | 2014 |
