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Kopa, Miloš

Co-Author Distance
Author ID: kopa.milos Recent zbMATH articles by "Kopa, Miloš"
Published as: Kopa, Miloš; Kopa, M.
External Links: MGP · ORCID
Documents Indexed: 24 Publications since 2007
3 Contributions as Editor
Co-Authors: 28 Co-Authors with 25 Joint Publications
560 Co-Co-Authors
all top 5

Co-Authors

2 single-authored
5 Vitali, Sebastiano
3 Rusý, Tomáš
3 Šmíd, Martin
2 Branda, Martin
2 Dupačová, Jitka
2 Moriggia, Vittorio
2 Post, Thierry
1 Benko, Michal
1 Chovanec, P.
1 Consigli, Giorgio
1 Drábek, Zdeněk
1 Fengler, Matthias R.
1 Giana, Gabriele
1 Härdle, Wolfgang Karl
1 Hendrych, Radek
1 Homem-de-Mello, Tito
1 Horejšová, Markéta
1 Kabašinskas, Audrius
1 Lachout, Petr
1 Maciak, Matúš
1 Morton, David P.
1 Pešta, Michal
1 Petrová, Barbora
1 Pichler, Alois
1 Šutienė, Kristina
1 Tichý, Tomáš
1 Wiesemann, Wolfram
1 Zapletal, František
all top 5

Serials

6 Kybernetika
5 Computational Management Science
4 Annals of Operations Research
3 European Journal of Operational Research
2 Operations Research Letters
1 Computational Statistics
1 Mathematical Programming. Series A. Series B
1 CEJOR. Central European Journal of Operations Research
1 Quantitative Finance
1 IMA Journal of Management Mathematics
1 OR Spectrum
all top 5

Fields

17 Operations research, mathematical programming (90-XX)
15 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
6 Statistics (62-XX)
4 Probability theory and stochastic processes (60-XX)
3 General and overarching topics; collections (00-XX)
1 Calculus of variations and optimal control; optimization (49-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

16 Publications have been cited 186 times in 120 Documents Cited by ▼ Year ▼
General linear formulations of stochastic dominance criteria. Zbl 1317.91036
Post, Thierry; Kopa, Miloš
31
2013
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš
28
2014
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš
19
2012
A second-order stochastic dominance portfolio efficiency measure. Zbl 1154.91456
Kopa, M.; Chovanec, P.
19
2008
Individual optimal pension allocation under stochastic dominance constraints. Zbl 1381.90063
Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano
17
2018
A general test for SSD portfolio efficiency. Zbl 1318.91185
Kopa, Miloš; Post, Thierry
17
2015
On relations between DEA-risk models and stochastic dominance efficiency tests. Zbl 1339.90229
Branda, Martin; Kopa, Miloš
14
2014
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
12
2007
DEA models equivalent to general \(N\)th order stochastic dominance efficiency tests. Zbl 1408.90146
Branda, Martin; Kopa, Miloš
7
2016
Measuring of second-order stochastic dominance portfolio efficiency. Zbl 1193.91140
Kopa, Miloš
5
2010
An asset-liability management stochastic program of a leasing company. Zbl 1449.90270
Rusý, Tomáš; Kopa, Miloš
4
2018
Implied volatility and state price density estimation: arbitrage analysis. Zbl 1416.91378
Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek
4
2017
Multi-stage emissions management of a steel company. Zbl 1455.90062
Zapletal, František; Šmíd, Martin; Kopa, Miloš
3
2020
Evaluation of scenario reduction algorithms with nested distance. Zbl 07304210
Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio
3
2020
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision. Zbl 1480.90179
Kopa, Miloš; Rusý, Tomáš
2
2021
Multistage risk premiums in portfolio optimization. Zbl 1449.91125
Kopa, Miloš; Petrová, Barbora
1
2017
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision. Zbl 1480.90179
Kopa, Miloš; Rusý, Tomáš
2
2021
Multi-stage emissions management of a steel company. Zbl 1455.90062
Zapletal, František; Šmíd, Martin; Kopa, Miloš
3
2020
Evaluation of scenario reduction algorithms with nested distance. Zbl 07304210
Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio
3
2020
Individual optimal pension allocation under stochastic dominance constraints. Zbl 1381.90063
Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano
17
2018
An asset-liability management stochastic program of a leasing company. Zbl 1449.90270
Rusý, Tomáš; Kopa, Miloš
4
2018
Implied volatility and state price density estimation: arbitrage analysis. Zbl 1416.91378
Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek
4
2017
Multistage risk premiums in portfolio optimization. Zbl 1449.91125
Kopa, Miloš; Petrová, Barbora
1
2017
DEA models equivalent to general \(N\)th order stochastic dominance efficiency tests. Zbl 1408.90146
Branda, Martin; Kopa, Miloš
7
2016
A general test for SSD portfolio efficiency. Zbl 1318.91185
Kopa, Miloš; Post, Thierry
17
2015
Robustness of optimal portfolios under risk and stochastic dominance constraints. Zbl 1304.91190
Dupačová, Jitka; Kopa, Miloš
28
2014
On relations between DEA-risk models and stochastic dominance efficiency tests. Zbl 1339.90229
Branda, Martin; Kopa, Miloš
14
2014
General linear formulations of stochastic dominance criteria. Zbl 1317.91036
Post, Thierry; Kopa, Miloš
31
2013
Robustness in stochastic programs with risk constraints. Zbl 1255.90088
Dupačová, Jitka; Kopa, Miloš
19
2012
Measuring of second-order stochastic dominance portfolio efficiency. Zbl 1193.91140
Kopa, Miloš
5
2010
A second-order stochastic dominance portfolio efficiency measure. Zbl 1154.91456
Kopa, M.; Chovanec, P.
19
2008
On extracting information implied in options. Zbl 1199.62030
Benko, M.; Fengler, M.; Härdle, W.; Kopa, M.
12
2007
all cited Publications top 5 cited Publications
all top 5

Cited by 213 Authors

17 Kopa, Miloš
9 Vitali, Sebastiano
7 Branda, Martin
7 Post, Thierry
5 Chen, Zhiping
5 Topaloglou, Nikolas
4 Arvanitis, Stelios
4 Liu, Jia
4 Moriggia, Vittorio
3 Balbás, Alejandro
3 Grechuk, Bogdan
3 Kallio, Markku
3 Maciak, Matúš
3 Mei, Yu
3 Wong, Wing-Keung
2 Alkhaleel, Basem A.
2 Asano, Takao
2 Balbás, Beatriz
2 Balbás, Raquel
2 Cesarone, Francesco
2 Consigli, Giorgio
2 Dupačová, Jitka
2 Escudero, Laureano Fernando
2 Fengler, Matthias R.
2 Guo, Xu
2 Hardoroudi, Nasim Dehghan
2 Hassapis, Christis
2 Huang, Rachel J.
2 Kuhn, Daniel
2 Liao, Haitao
2 Liesiö, Juuso
2 Lizyayev, Andrey
2 Ortobelli Lozza, Sergio
2 Osaki, Yusuke
2 Pešta, Michal
2 Pichler, Alois
2 Roman, Diana
2 Rusý, Tomáš
2 Sharma, Amita
2 Sullivan, Kelly M.
2 Tichý, Tomáš
2 Tzeng, Larry Yu-Ren
2 Xidonas, Panos
2 Zabarankin, Michael
1 Agrawal, Shubhada
1 Allen, David E.
1 Almeida, J. F. F.
1 Alonso-Ayuso, Antonio
1 Alwohaibi, Maram
1 Angelelli, Enrico
1 Anyfantaki, Sofia
1 Araceli Garín, María
1 Arenas-Parra, Mar
1 Argyris, Nikolaos
1 Bahri, Oumayma
1 Behzadi, Mohammad Hasan
1 Bihary, Zsolt
1 Bilbao Terol, Amelia
1 Bilbao-Terol, Celia
1 Blomvall, Jörgen
1 Brandimarte, Paolo
1 Bruni, Renato
1 Brzęczek, Tomasz
1 Carleo, Alessandra
1 Carvallo, Felipe
1 Chakrabarty, Siddhartha Pratim
1 Chan, Raymond Hon-Fu
1 Chen, Wei
1 Chow, Sheung Chi
1 Christodoulakis, George A.
1 Conceição, Samuel Vieira
1 D’Ecclesia, Rita Laura
1 Dentcheva, Darinka
1 Denuit, Michel M.
1 Dessouky, Maged M.
1 Devolder, Pierre
1 Domínguez, Ruth
1 Drábek, Zdeněk
1 Ekblom, Jonas
1 Emrouznejad, Ali
1 Escobar, Debora Daniela
1 Fang, Yi
1 Farzam, Sadegh
1 Fu, Lunce
1 Fukasawa, Ricardo
1 Gabrel, Virginie
1 Gai, Yuxi
1 Gan, Xin
1 Gheno, Andrea
1 Giana, Gabriele
1 Glanzer, Martin
1 Glaser, Judith
1 Goel, Anubha
1 Guastaroba, Gianfranco
1 Guignard, Monique
1 Gupta, Pankaj
1 Hanasusanto, Grani A.
1 Heider, Pascal
1 Hendrych, Radek
1 Hin, Lin-Yee
...and 113 more Authors
all top 5

Cited in 36 Serials

29 European Journal of Operational Research
17 Annals of Operations Research
13 Computational Management Science
10 CEJOR. Central European Journal of Operations Research
5 Quantitative Finance
4 Journal of Econometrics
3 Operations Research Letters
3 International Transactions in Operational Research
3 OR Spectrum
2 Kybernetika
2 Mathematical Programming. Series A. Series B
2 4OR
2 Optimization Letters
1 Chaos, Solitons and Fractals
1 Information Sciences
1 Journal of Computational and Applied Mathematics
1 Journal of Mathematical Economics
1 Mathematics of Operations Research
1 Operations Research
1 Optimization
1 Computers & Operations Research
1 Neural Networks
1 Economics Letters
1 Journal of Global Optimization
1 Numerical Algorithms
1 Communications in Statistics. Theory and Methods
1 SIAM Journal on Optimization
1 Computational and Applied Mathematics
1 Economic Theory
1 Applied Mathematical Finance
1 Optimization and Engineering
1 Decisions in Economics and Finance
1 Asia-Pacific Financial Markets
1 Journal of Industrial and Management Optimization
1 Advances in Decision Sciences
1 Journal of Mathematical Extension
all top 5

Cited in 12 Fields

75 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
68 Operations research, mathematical programming (90-XX)
31 Probability theory and stochastic processes (60-XX)
20 Statistics (62-XX)
4 General and overarching topics; collections (00-XX)
2 Numerical analysis (65-XX)
1 Real functions (26-XX)
1 Integral transforms, operational calculus (44-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Computer science (68-XX)
1 Systems theory; control (93-XX)
1 Mathematics education (97-XX)

Citations by Year