Classes
- Computational Aspects of OptimisationNMEK436 | Faculty of Mathematics and Physics
- Introduction to Optimisation +1NMFM204 | Faculty of Mathematics and Physics
- Colloquium of the Department of Probability and Mathematical StatisticsNMSA600 | Faculty of Mathematics and Physics
- Advanced Topics of the FieldNMSA603 | Faculty of Mathematics and Physics
- Introduction to Optimisation (M)NMSA936 | Faculty of Mathematics and Physics
Publications
- Risk-aversion in data envelopment analysis models with diversification2021 | Faculty of Mathematics and Physics
- A shadow utility of portfolios efficient with respect to the second order stochastic dominance2021 | Faculty of Mathematics and Physics
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour2016 | Faculty of Mathematics and Physics
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics
- Diversification-consistent data envelopment analysis based on directional-distance measures2015 | Faculty of Mathematics and Physics
- DEA-risk models with Value at Risk inputs2015 | Faculty of Mathematics and Physics
- On relations between DEA-risk models and stochastic dominance efficiency tests2014 | Faculty of Mathematics and Physics
- Sample approximation techniques for DEA-risk efficiency tests2014 | Faculty of Mathematics and Physics
- Influence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach2014 | Faculty of Mathematics and Physics
- Diversification-consistent data envelopment analysis with general deviation measures2013 | Faculty of Mathematics and Physics
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