Włodzimierz Ogryczak is affiliated with the Warsaw University of Technology in Poland. Their research primarily focuses on areas within economics, econometrics, finance, and decision sciences. The scientific contributions of Włodzimierz Ogryczak span several interconnected topics relevant to both theoretical and applied finance.
The main fields of study for this researcher include:
Subfields explored in the work of Włodzimierz Ogryczak cover:
The research topics tackled encompass:
A notable recent publication authored by Włodzimierz Ogryczak is titled "Enhanced index tracking with CVaR-based ratio measures", published in 2020 in the journal Annals of Operations Research. This paper has been cited 33 times and contributes to the discussion on portfolio optimization techniques incorporating Conditional Value at Risk (CVaR).
Collaborations with other researchers form a key part of Włodzimierz Ogryczak's academic work. Frequent co-authors include:
The publication venues where research has appeared are concentrated within specialized journals such as:
Overall, Włodzimierz Ogryczak's scientific output contributes to a deeper understanding of financial risk management, portfolio optimization, and the financial implications of economic policies, especially through quantitative and analytical approaches in decision sciences and financial econometrics.
Włodzimierz Ogryczak;Andrzej Ruszczyński
Włodzimierz Ogryczak;Andrzej Ruszczyński
Włodzimierz Ogryczak;Andrzej Ruszczyński
Renata Mansini;Włodzimierz Ogryczak;M. Grazia Speranza
Włodzimierz Ogryczak
Michael M. Kostreva;Włodzimierz Ogryczak;Adam Wierzbicki
Renata Mansini;Wlodzimierz Ogryczak;M. Grazia Speranza
Włodzimierz Ogryczak;Tomasz Śliwiński
Wlodzimierz Ogryczak;Arie Tamir
Włodzimierz Ogryczak
Renata Mansini;Włodzimierz Ogryczak;M. Grazia Speranza
Włodzimierz Ogryczak
Michael M. Kostreva;Wlodzimierz Ogryczak
Wlodzimierz Ogryczak;Hanan Luss;Michał Pióro;Dritan Nace
Wlodzimierz Ogryczak;Andrzej Ruszczynski
Wlodzimierz Ogryczak;Michal Pioro;Artur Tomaszewski
W. Ogryczak
Renata Mansini;Włodzimierz Ogryczak;M. Grazia Speranza
Włodzimierz Ogryczak
Gianfranco Guastaroba;Renata Mansini;Wlodzimierz Ogryczak;Maria Grazia Speranza
Renata Mansini;Włodzimierz Ogryczak;M. Grazia Speranza
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