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
- Individual optimal pension allocation under stochastic dominance constraints2018 | Faculty of Mathematics and Physics
- Special issue on the 12th international conference on computational management science2017 | Faculty of Mathematics and Physics
- Portfolio selection problem with the third-order stochastic dominance constraints2016 | Faculty of Mathematics and Physics
- A general test for SSD portfolio efficiency2015 | 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
- Robustness in SSD portfolio efficiency testing2012 | Faculty of Mathematics and Physics
- RPSN computations for TOMMY STACHI s.r.o.Publication without faculty affiliation
- Multistage stochastic dominance: an application to pension fund management2024 | Faculty of Mathematics and Physics
- Robustness of stochastic programs with endogenous randomness via contamination2023 | Faculty of Mathematics and Physics
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