Dr Diana Roman
Senior Lecturer
Tower A 028
- Email: diana.roman@brunel.ac.uk
- Tel: +44 (0)1895 267502
Roman, D., Maasar, M. and Date, P. (2022) ''. Operational Research: An International Journal, 22 (1). pp. 485 - 506. ISSN: 1109-2858
Alwohaibi, M. and Roman, D. (2018) ''. Computational Management Science, 15 (2). pp. 187 - 211. ISSN: 1619-697X
Roman, D., Arbex Valle, C. and Mitra, G. (2017) ''. Computational Management Science, 14 (2). pp. 257 - 280. ISSN: 1619-697X
Maasar, MA., Roman, D. and Date, P. (2016) ''. OpenAccess Series in Informatics. pp. 9.1 - 9.17. ISSN: 2190-6807
Hussin, SAS., Mitra, G. and Roman, D. (2015) ''.INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014): Proceedings of the 3rd International Conference on Quantitative Sciences and Its Applications. Kedah, MALAYSIA. 17 - 14 August. AIP Publishing LLC. pp. 558 - 565. ISSN: 0094-243X
Date, P., Ponomareva, K. and Roman, D. (2014) ''. European Journal of Operational Research, 240 (3). pp. 678 - 687. ISSN: 0377-2217
Roman, D., Mitra, G. and Zverovich, V. (2013) ''. European Journal of Operational Research, 228 (1). pp. 273 - 281. ISSN: 0377-2217
Erlwein, C., Mitra, G. and Roman, D. (2012) ''. Annals of Operations Research, 193 (1). pp. 173 - 192. ISSN: 0254-5330
Erlwein, C., Mitra, G. and Roman, D. (2012) ''. Annals of Operations Research, 193 (1). pp. 173 - 192. ISSN: 0254-5330
Fábián, CI., Mitra, G. and Roman, D. (2011) ''. Mathematical Programming, 130 (1). pp. 33 - 37. ISSN: 0025-5610
Fábián, CI., Mitra, G. and Roman, D. (2011) ''. Mathematical Programming, 130 (1). pp. 33 - 57. ISSN: 0025-5610
Fabian, C., Mitra, G., Roman, D. and Zverovich, V. (2011) ''. Quantitative Finance, 11 (10). pp. 1525 - 1534. ISSN: 1469-7688
Fabian, CI., Mitra, G., Roman, D., Zverovich, V., Vajnai, T., Csizmas, E. and et al. (2011) 'Portfolio choice models based on second-order stochastic dominance measures: An overview and a computational study', in Bertocchi, M., Consigli, G. and Dempster, MAH. (eds.) Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies. London : Springer. , 163. pp. 441 - 470. ISBN 10: 1441995854. ISBN 13: 978-1-4419-9585-8.
Hussin, SS., Roman, D., Mitra, G. and Ahmad, WKW. (2011) 'Comparison of employees provident funds in Malaysia, Sri Lanka, India and Thailand', in Mitra, G. and Schwaiger, K. (eds.) Asset and Liability Management Handbook. Palgrave. ISBN 10: 0230277799. ISBN 13: 978-0230277793.
Kumar, R., Mitra, G. and Roman, D. (2010) ''. Journal of Risk, 13 (2). pp. 71 - 100. ISSN: 1465-1211
Roman, D., Mitra, G. and Spagnolo, N. (2010) ''. IMA Journal of Management Mathematics, 21 (2). pp. 111 - 129. ISSN: 1471-678X
Roman, D. and Mitra, G. (2009) ''. Wilmott Journal, 1 (2). pp. 69 - 85. ISSN: 1759-6351
Fábián, CI., Mitra, G. and Roman, D. (2009) 'Processing second-order stochastic dominance models using cutting-plane representations'. Mathematical Programming. pp. 1 - 25. ISSN: 0025-5610
Roman, D., Darby-Dowman, K. and Mitra, G. (2007) ''. Quantitative Finance, 7 (4). pp. 443 - 458. ISSN: 1469-7688
Roman, D., Darby-Dowman, K. and Mitra, G. (2006) ''. Mathematical Programming, 108 (2-3). pp. 541 - 569. ISSN: 0025-5610