- Mean-Variance & Mean- VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis EnvironmentPublication without faculty affiliation
- Bilevel Models in Portfolio Selection Problems +22023 | Faculty of Mathematics and Physics
- Stochastic dominance and CVaR in portfolio selection problem +12005 | Faculty of Mathematics and Physics
- Tolerances in portfolio selection via interval linear programming2008 | Faculty of Mathematics and Physics
- Online Parallel Portfolio Selection with Heterogeneous Island Model2018 | Faculty of Mathematics and Physics
- Portfolio selection problem with the third-order stochastic dominance constraints2016 | Faculty of Mathematics and Physics
- Price and market risk reduction for bond portfolio selection in BRICS markets2018 | Faculty of Mathematics and Physics
- Utility Functions and Portfolio Selection Problem2003 | Faculty of Mathematics and Physics
- Portfolio selection problem and stability of optimal portfolio2003 | Faculty of Mathematics and Physics
- Stability of optimal solution in portfolio selection problem2003 | Faculty of Mathematics and Physics
- An interval linear programming contractor2012 | Faculty of Mathematics and Physics
- Decision problems with stochastic dominance constraints2013 | Faculty of Mathematics and Physics
- DEA-risk models with Value at Risk inputs2015 | Faculty of Mathematics and Physics
- Stochastic dominance enhanced portfolios - empirical evidence2016 | Faculty of Mathematics and Physics
- Out-of-sample optimal risk parameter in mean- CVaR models2015 | Faculty of Mathematics and Physics
- Multistage stochastic dominance: an application to pension fund management2024 | Faculty of Mathematics and Physics
- Pension fund management with investment certificates and stochastic dominance2021 | Faculty of Mathematics and Physics
- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- Uniformly monotone functions - Definition, properties, characterizations2016 | Faculty of Mathematics and Physics
- Convergence of approximate solutions in mean-risk models2010 | Faculty of Mathematics and Physics
- Stochastic Dominance Constrained Portfolio Optimization with Distortion Risk Measures2022 | Faculty of Mathematics and Physics
- EFFICIENCY OF SEVERAL RISK MINIMIZING PORTFOLIOS2012 | Faculty of Mathematics and Physics
- Heterogeneous Island Models and Their Application to Recommender Systems and Electric Vehicle Charging2020 | Faculty of Mathematics and Physics
- Multivariate stochastic dominance and its application in portfolio optimization problemsPublication without faculty affiliation
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- Evaluation of scenario reduction algorithms with nested distance2020 | Faculty of Mathematics and Physics
- Characterization of uniformly quasi-concave functions2012 | Faculty of Mathematics and Physics