Diana Roman

740 total citations
21 papers, 521 citations indexed

About

Diana Roman is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Diana Roman has authored 21 papers receiving a total of 521 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Management Science and Operations Research, 15 papers in Finance and 11 papers in Economics and Econometrics. Recurrent topics in Diana Roman's work include Risk and Portfolio Optimization (15 papers), Stochastic processes and financial applications (7 papers) and Economic theories and models (6 papers). Diana Roman is often cited by papers focused on Risk and Portfolio Optimization (15 papers), Stochastic processes and financial applications (7 papers) and Economic theories and models (6 papers). Diana Roman collaborates with scholars based in United Kingdom, Malaysia and Hungary. Diana Roman's co-authors include Gautam Mitra, Csaba I. Fábián, K Darby-Dowman, R. H. Liebeck, Paresh Date, Nicola Spagnolo, Ritesh Kumar and Keming Yu and has published in prestigious journals such as European Journal of Operational Research, International Journal of Production Research and Mathematical Programming.

In The Last Decade

Diana Roman

21 papers receiving 489 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Diana Roman United Kingdom 11 377 285 146 55 52 21 521
Edward Qian United States 10 202 0.5× 346 1.2× 189 1.3× 57 1.0× 13 0.3× 32 476
Attilio Meucci United States 13 357 0.9× 684 2.4× 376 2.6× 122 2.2× 7 0.1× 47 897
Michel Denault Canada 8 245 0.6× 219 0.8× 165 1.1× 14 0.3× 10 0.2× 14 441
Birgit Rudloff United States 13 271 0.7× 175 0.6× 96 0.7× 15 0.3× 6 0.1× 29 449
Valdo Durrleman France 11 85 0.2× 599 2.1× 292 2.0× 89 1.6× 7 0.1× 19 804
Evis Këllezi Switzerland 9 108 0.3× 291 1.0× 234 1.6× 65 1.2× 3 0.1× 11 483
Eric M. Aldrich United States 10 56 0.1× 91 0.3× 109 0.7× 38 0.7× 59 1.1× 30 421
Helmut Mausser United States 11 327 0.9× 234 0.8× 97 0.7× 23 0.4× 2 0.0× 21 490
Éric Bouyé United Kingdom 6 47 0.1× 253 0.9× 186 1.3× 72 1.3× 5 0.1× 14 433
Hongbiao Zhao United Kingdom 10 62 0.2× 135 0.5× 50 0.3× 9 0.2× 9 0.2× 32 341

Countries citing papers authored by Diana Roman

Since Specialization
Citations

This map shows the geographic impact of Diana Roman's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Diana Roman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Diana Roman more than expected).

Fields of papers citing papers by Diana Roman

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Diana Roman. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Diana Roman. The network helps show where Diana Roman may publish in the future.

Co-authorship network of co-authors of Diana Roman

This figure shows the co-authorship network connecting the top 25 collaborators of Diana Roman. A scholar is included among the top collaborators of Diana Roman based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Diana Roman. Diana Roman is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Roman, Diana, et al.. (2020). Risk minimisation using options and risky assets. Operational Research. 22(1). 485–506. 3 indexed citations
2.
Roman, Diana, et al.. (2018). ALM models based on second order stochastic dominance. Computational Management Science. 15(2). 187–211. 2 indexed citations
3.
Roman, Diana, et al.. (2017). Novel approaches for portfolio construction using second order stochastic dominance. Computational Management Science. 14(2). 257–280. 10 indexed citations
4.
Roman, Diana, et al.. (2016). Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance. DROPS (Schloss Dagstuhl – Leibniz Center for Informatics). 17. 2 indexed citations
5.
Roman, Diana, et al.. (2014). An algorithm for moment-matching scenario generation with application to financial portfolio optimisation. European Journal of Operational Research. 240(3). 678–687. 16 indexed citations
6.
Mitra, Gautam, et al.. (2014). An asset and liability management (ALM) model using integrated chance constraints. AIP conference proceedings. 1635. 558–565. 2 indexed citations
7.
Roman, Diana, et al.. (2013). Enhanced indexation based on second-order stochastic dominance. European Journal of Operational Research. 228(1). 273–281. 76 indexed citations
8.
Roman, Diana, et al.. (2011). Enhanced Indexation Based on Second-Order Stochastic Dominance. SSRN Electronic Journal. 11 indexed citations
9.
Mitra, Gautam, et al.. (2011). HMM based scenario generation for an investment optimisation problem. Annals of Operations Research. 193(1). 173–192. 6 indexed citations
10.
Kumar, Ritesh, Gautam Mitra, & Diana Roman. (2010). Long–short portfolio optimization in the presence of discrete asset choice constraints and two risk measures. The Journal of Risk. 13(2). 71–100. 2 indexed citations
11.
Fábián, Csaba I., et al.. (2010). An enhanced model for portfolio choice with SSD criteria: a constructive approach. Quantitative Finance. 11(10). 1525–1534. 36 indexed citations
12.
Roman, Diana, Gautam Mitra, & Nicola Spagnolo. (2009). Hidden Markov models for financial optimization problems. IMA Journal of Management Mathematics. 21(2). 111–129. 8 indexed citations
13.
Roman, Diana & Gautam Mitra. (2009). Portfolio selection models: a review and new directions. Brunel University Research Archive (BURA) (Brunel University London). 1(2). 69–85. 26 indexed citations
14.
Fábián, Csaba I., Gautam Mitra, & Diana Roman. (2009). Processing second-order stochastic dominance models using cutting-plane representations. Mathematical Programming. 130(1). 33–57. 67 indexed citations
15.
Roman, Diana, et al.. (2008). Mixture Distribution Scenarios for Investment Decisions with Downside Risk. SSRN Electronic Journal. 2 indexed citations
16.
Kumar, Ritesh, Gautam Mitra, & Diana Roman. (2008). Long-Short Portfolio Optimisation in the Presence of Discrete Asset Choice Constraints and Two Risk Measures. SSRN Electronic Journal. 3 indexed citations
17.
Roman, Diana, et al.. (2007). Mean-risk models using two risk measures: a multi-objective approach. Quantitative Finance. 7(4). 443–458. 84 indexed citations
18.
Roman, Diana, K Darby-Dowman, & Gautam Mitra. (2006). Portfolio construction based on stochastic dominance and target return distributions. Mathematical Programming. 108(2-3). 541–569. 90 indexed citations
19.
Roman, Diana, K Darby-Dowman, & Gautam Mitra. (2004). Portfolio optimisation models and properties of return distributions. Brunel University Research Archive (BURA) (Brunel University London). 1 indexed citations
20.
Roman, Diana, et al.. (1996). Dynamic assignation of due-dates in an assembly shop based in simulation. International Journal of Production Research. 34(6). 1539–1554. 17 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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