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
- Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions2020 | Faculty of Mathematics and Physics
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics
- A general test for SSD portfolio efficiency2015 | Faculty of Mathematics and Physics
- Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance2015 | Faculty of Mathematics and Physics
- Out-of-sample SSD efficiency of mean-CVaR efficient portfolios2015 | Faculty of Mathematics and Physics
- Out-of-sample optimal risk parameter in mean- CVaR models2015 | Faculty of Mathematics and Physics
- On relations between DEA-risk models and stochastic dominance efficiency tests2014 | Faculty of Mathematics and Physics
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
- Comparison of Mean-Risk Efficient Portfolios in Asia-Pacific Capital Markets2014 | Faculty of Mathematics and Physics
- Optimal mean - variance portfolios under NSD efficiency constraints2014 | Faculty of Mathematics and Physics
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