Publikace
- Multistage stochastic dominance: an application to pension fund management2024 | Matematicko-fyzikální fakulta
- Pension fund management with investment certificates and stochastic dominance2021 | Matematicko-fyzikální fakulta
- Evaluation of scenario reduction algorithms with nested distance2020 | Matematicko-fyzikální fakulta
- Individual optimal pension allocation under stochastic dominance constraints2018 | Matematicko-fyzikální fakulta
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming2018 | Matematicko-fyzikální fakulta
- Price and market risk reduction for bond portfolio selection in BRICS markets2018 | Matematicko-fyzikální fakulta
- MULTISTAGE MULTIVARIATE NESTED DISTANCE: AN EMPIRICAL ANALYSIS2018 | Matematicko-fyzikální fakulta
- A conservative discontinuous target volatility strategy2017 | Matematicko-fyzikální fakulta
- Optimal pension fund composition for an Italian private pension plan sponsor2017 | Matematicko-fyzikální fakulta
- Implied volatility smoothing at COVID-19 times2023 | Matematicko-fyzikální fakulta
Loading network view...