Study programme
Classes
- Optimisation with Applications to Finance +1NMEK412 | Faculty of Mathematics and Physics
- Econometrics Seminar 1NMEK450 | Faculty of Mathematics and Physics
- Mathematical EconomicsNMEK531 | Faculty of Mathematics and Physics
- Financial-Insurance PraxisNMFM336 | Faculty of Mathematics and Physics
- Investment Analysis +1NMFM431 | Faculty of Mathematics and Physics
- Some topics on insurance and financial mathematicsNMFM601 | Faculty of Mathematics and Physics
- Stochastic Problems in Research and PracticeNMSA431 | Faculty of Mathematics and Physics
Publications
- Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems2020 | Faculty of Mathematics and Physics
- Individual optimal pension allocation under stochastic dominance constraints2018 | Faculty of Mathematics and Physics
- AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY2018 | Faculty of Mathematics and Physics
- Optimal pension fund composition for an Italian private pension plan sponsor2017 | Faculty of Mathematics and Physics
- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- Portfolio selection problem with the third-order stochastic dominance constraints2016 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
- Optimal mean - variance portfolios under NSD efficiency constraints2014 | Faculty of Mathematics and Physics
- Minimal Risk Portfolios under SSD efficiency constraints2014 | Faculty of Mathematics and Physics
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