- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- Modeling foreign exchange risk premium in Armenia +12008 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Explaining the Czech interbank market risk premium2014 | Faculty of Social Sciences
- Foreign exchange risk premium determinants: case of Armenia2006 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Multistage portfolio optimization with risk premium contraints2015 | Faculty of Mathematics and Physics
- Multiperiod risk premiums2004 | Faculty of Mathematics and Physics
- Risk premiums for multiperiod risks2005 | Faculty of Mathematics and Physics
- Asset return dynamics and the FX risk premium in a decentralized dealer market2004 | Faculty of Social Sciences
- Subjective and Objective Risk in Labor Market: Hedonic Wage StudyPublication without faculty affiliation
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure2022 | Publication without faculty affiliation
- Central bank losses and economic convergence2009 | Faculty of Social Sciences
- Exchange rate risk in Central European countries2010 | Publication without faculty affiliation
- Macroeconomic sources of foreign exchange risk in new EU membersPublication without faculty affiliation
- Macroeconomic sources of foreign exchange risk in new EU members2009 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education, Central Library of Charles University
- Modeling long-term electricity contracts at EEX2011 | Faculty of Social Sciences
- Estimating time-varying policy neutral rate in real timePublication without faculty affiliation
- Central bank losses and economic convergencePublication without faculty affiliation
- Equity Premium and Monetary Policy in a Model with Limited Asset Market ParticipationPublication without faculty affiliation
- Sovereign risk - How can we measure it?2011 | Faculty of Mathematics and Physics
- The forward premium in electricity markets: an experimental studyPublication without faculty affiliation
- Interest rate rules and inflation risks in a macro-finance model2022 | Central Library of Charles University
- Multivariate stochastic dominance and its application in portfolio optimization problemsPublication without faculty affiliation
- Credit Rating Downgrade Risk on Equity ReturnsPublication without faculty affiliation
- Essays on asset pricingPublication without faculty affiliation
- Asset prices in a production economy with long run and idiosyncratic riskPublication without faculty affiliation
- Modelling bank loan LGD of corporate and SME segments : a case studyPublication without faculty affiliation
- Essays on macroeconomic models with heterogeneous agentsPublication without faculty affiliation