General linear formulations of stochastic dominance criteria. Zbl 1317.91036
Post, Thierry; Kopa, Miloš |
|
2013
|
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš |
|
2014
|
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš |
|
2012
|
A second-order stochastic dominance portfolio efficiency measure. Zbl 1154.91456
Kopa, M.; Chovanec, P. |
|
2008
|
Individual optimal pension allocation under stochastic dominance constraints. Zbl 1381.90063
Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano |
|
2018
|
A general test for SSD portfolio efficiency. Zbl 1318.91185
Kopa, Miloš; Post, Thierry |
|
2015
|
On relations between DEA-risk models and stochastic dominance efficiency tests. Zbl 1339.90229
Branda, Martin; Kopa, Miloš |
|
2014
|
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M. |
|
2007
|
DEA models equivalent to general \(N\)th order stochastic dominance efficiency tests. Zbl 1408.90146
Branda, Martin; Kopa, Miloš |
|
2016
|
Measuring of second-order stochastic dominance portfolio efficiency. Zbl 1193.91140
Kopa, Miloš |
|
2010
|
An asset-liability management stochastic program of a leasing company. Zbl 1449.90270
Rusý, Tomáš; Kopa, Miloš |
|
2018
|
Implied volatility and state price density estimation: arbitrage analysis. Zbl 1416.91378
Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek |
|
2017
|
Multi-stage emissions management of a steel company. Zbl 1455.90062
Zapletal, František; Šmíd, Martin; Kopa, Miloš |
|
2020
|
Evaluation of scenario reduction algorithms with nested distance. Zbl 07304210
Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio |
|
2020
|
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision. Zbl 1480.90179
Kopa, Miloš; Rusý, Tomáš |
|
2021
|
Multistage risk premiums in portfolio optimization. Zbl 1449.91125
Kopa, Miloš; Petrová, Barbora |
|
2017
|
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision. Zbl 1480.90179
Kopa, Miloš; Rusý, Tomáš |
|
2021
|
Multi-stage emissions management of a steel company. Zbl 1455.90062
Zapletal, František; Šmíd, Martin; Kopa, Miloš |
|
2020
|
Evaluation of scenario reduction algorithms with nested distance. Zbl 07304210
Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio |
|
2020
|
Individual optimal pension allocation under stochastic dominance constraints. Zbl 1381.90063
Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano |
|
2018
|
An asset-liability management stochastic program of a leasing company. Zbl 1449.90270
Rusý, Tomáš; Kopa, Miloš |
|
2018
|
Implied volatility and state price density estimation: arbitrage analysis. Zbl 1416.91378
Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek |
|
2017
|
Multistage risk premiums in portfolio optimization. Zbl 1449.91125
Kopa, Miloš; Petrová, Barbora |
|
2017
|
DEA models equivalent to general \(N\)th order stochastic dominance efficiency tests. Zbl 1408.90146
Branda, Martin; Kopa, Miloš |
|
2016
|
A general test for SSD portfolio efficiency. Zbl 1318.91185
Kopa, Miloš; Post, Thierry |
|
2015
|
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš |
|
2014
|
On relations between DEA-risk models and stochastic dominance efficiency tests. Zbl 1339.90229
Branda, Martin; Kopa, Miloš |
|
2014
|
General linear formulations of stochastic dominance criteria. Zbl 1317.91036
Post, Thierry; Kopa, Miloš |
|
2013
|
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš |
|
2012
|
Measuring of second-order stochastic dominance portfolio efficiency. Zbl 1193.91140
Kopa, Miloš |
|
2010
|
A second-order stochastic dominance portfolio efficiency measure. Zbl 1154.91456
Kopa, M.; Chovanec, P. |
|
2008
|
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M. |
|
2007
|