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Cristinca FULGA
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Year
Nonlinear programming with E-preinvex and local E-preinvex functions
C Fulga, V Preda
European Journal of Operational Research 192 (3), 737-743, 2009
1052009
Portfolio optimization under loss aversion
C Fulga
European Journal of Operational Research 251 (1), 310 - 322, 2016
412016
Portfolio optimization with prior stock selection
C Fulga, S Dedu, F Şerban
Economic Computation and Economic Cybernetics Studies and Research 43 (4 …, 2009
302009
Portfolio optimization with disutility-based risk measure
C Fulga
European Journal of Operational Research 251 (2), 541 – 553, 2016
192016
Dynamic portfolio optimization for utility-based models
C Fulga
2009 International Conference on Information and Financial Engineering, 117-121, 2009
92009
VALUE-AT-RISK ESTIMATION COMPARATIVE APPROACH WITH APPLICATIONS TO OPTIMIZATION PROBLEMS.
S Dedu, C Fulga
Economic Computation & Economic Cybernetics Studies & Research 45 (1), 2011
82011
Single period portfolio optimization with fuzzy transaction costs
C Fulga, B Stanojević
20th International Conference EURO Mini Conference" Continuous Optimization …, 2008
82008
Portfolio selection with transaction costs
C Fulga, B Pop
Bulletin mathématique de la Société des Sciences Mathématiques de Roumanie …, 2007
82007
A new approach in multi-objective portfolio optimization using value-at-risk based risk measure
C Fulga, S Dedu
2010 2nd IEEE International Conference on Information and Financial …, 2010
72010
Dynamic Model for ortfolio Optimi% ation
C Fulga
Proceedings of the International MultiConference of Engineers and Computer …, 2009
72009
Robust estimation for the single index model using pseudodistances
A Toma, C Fulga
Entropy 20 (5), 374, 2018
62018
Integrated bi-criteria decision support system for portfolio selection
C Fulga
Journal of Decision Systems 24 (2), 159-177, 2015
62015
Convexification Technique and Portfolio Optimization
C FULGA
Studies in Informatics and Control 22 (4), 285-290, 2013
62013
Multi-Item Inventory Model With Constant Rate of Deterioration and Assurance Stock
C Fulga, F Serban
Economic Computation and Economic Cybernetics Studies and Research 42 (3-4 …, 2008
62008
On optimality conditions for multiobjective optimization problems in topological vector space
C Fulga, V Preda
Journal of mathematical analysis and applications 334 (1), 123-131, 2007
62007
The partner selection problem in a virtual enterprise
C Fulga
Economic Computation and Economic Cybernetics Studies and Research 41 (3-4 …, 2007
62007
Possibilistic optimization with applications to portfolio selection
CC Popescu, C Fulga
Proc. Romanian Acad. Ser. A 2, 88-94, 2011
52011
Modeling risk with VaR and CVaR risk measures with applications in portfolio management
C Fulga, S Dedu
Studii şi Cercetări de, 1-2, 2009
52009
A Sequential Quadratic Programming Technique with Two-Parameter Penalty Function
C FULGA
Bulletin Mathematique de la Societe des Sciences Mathematiques de Roumanie …, 2006
52006
Multistage Portfolio Optimization
C Fulga
ASMDA. Proceedings of the International Conference Applied Stochastic Models …, 2009
32009
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