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
- 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
- Comparison of Mean-Risk Efficient Portfolios in Asia-Pacific Capital Markets2014 | Faculty of Mathematics and Physics
- Aggregate investor preferences and beliefs: A comment2013 | Faculty of Mathematics and Physics
- General linear formulations of stochastic dominance criteria2013 | Faculty of Mathematics and Physics
- Portfolio efficiency with respect to higher order stochastic dominance2013 | Faculty of Mathematics and Physics
- Efficiency Analysis of Several EU Stock Markets: Mean-Risk Efficient Portfolios2013 | Faculty of Mathematics and Physics
- From stochastic dominance to DEA-risk models: portfolio efficiency analysis2012 | Faculty of Mathematics and Physics
- EFFICIENCY OF SEVERAL RISK MINIMIZING PORTFOLIOS2012 | Faculty of Mathematics and Physics
- Multistage stochastic dominance: an application to pension fund management2024 | Faculty of Mathematics and Physics
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