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
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization2018 | 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
- Diversification-consistent data envelopment analysis based on directional-distance measures2015 | Faculty of Mathematics and Physics
- Diversification-consistent data envelopment analysis with general deviation measures2013 | Faculty of Mathematics and Physics
- Diversification-consistent DEA-risk tests - solution techniques and an empirical comparison2013 | Faculty of Mathematics and Physics
- DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices2012 | Faculty of Mathematics and Physics
- From stochastic dominance to DEA-risk models: portfolio efficiency analysis2012 | Faculty of Mathematics and Physics
- Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions2010 | Faculty of Mathematics and Physics
- DEA-risk efficiency of stock indices2010 | Faculty of Mathematics and Physics
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