- Multistage risk-averse asset allocation with transaction costs2012 | Faculty of Mathematics and Physics
- Risk aversion, financial stress and their non-linear impact on exchange ratesPublication without faculty affiliation
- Financial stress and its non-linear impact on CEE exchange rates2018 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- A conservative discontinuous target volatility strategy2017 | Faculty of Mathematics and Physics
- The dynamics of value comovement across global equity marketsPublication without faculty affiliation
- The dynamics of value comovement across global equity markets2016 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Evaluating policies in risk-averse multi-stage stochastic programming2015 | Faculty of Mathematics and Physics
- Multi-Stage Stochastic Programming with CVaR: Modeling, Algorithms and RobustnessPublication without faculty affiliation
- Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data2015 | Faculty of Social Sciences