- Sample approximation techniques for DEA-risk efficiency tests2014 | Faculty of Mathematics and Physics
- Chance constrained problems: penalty reformulation and performance of sample approximation technique2012 | Faculty of Mathematics and Physics
- Nonconvex stochastic programming problems - formulations, sample approximations and stabilityPublication without faculty affiliation
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints2012 | Faculty of Mathematics and Physics
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints2014 | Faculty of Mathematics and Physics
- Stochastic programming problems with generalized integrated chance constraints2012 | Faculty of Mathematics and Physics
- Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques2010 | Faculty of Mathematics and Physics
- Minimum risk equivariant estimator in linear regression model2009 | Faculty of Mathematics and Physics
- Finite-sample density and its small sample asymptotic approximation2011 | Faculty of Mathematics and Physics
- Influence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach2014 | Faculty of Mathematics and Physics