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
- State price density estimation for options with dividend yields2018 | 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
- Stochastic dominance enhanced portfolios - empirical evidence2016 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- Out-of-sample optimal risk parameter in mean- CVaR models2015 | Faculty of Mathematics and Physics
- Comparison of Mean-Risk Efficient Portfolios in Asia-Pacific Capital Markets2014 | Faculty of Mathematics and Physics
- Decision problems with stochastic dominance constraints2013 | Faculty of Mathematics and Physics
- Efficiency Analysis of Several EU Stock Markets: Mean-Risk Efficient Portfolios2013 | Faculty of Mathematics and Physics
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