Jaroslava Hlouskova

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The consumption-investment decision of a prospect theory household: a two-period model with an endogenous second period reference level Journal of Mathematical Economics	2019-12-30	Paper
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate Journal of Forecasting	2017-12-08	Paper
The consumption-investment decision of a prospect theory household: a two-period model Journal of Mathematical Economics	2017-06-15	Paper
Downside loss aversion: winner or loser? Mathematical Methods of Operations Research	2015-06-25	Paper
An algorithm for portfolio optimization with transaction costs Management Science	2012-02-21	Paper
The performance of panel cointegration methods: results from a large scale simulation study Econometric Reviews	2010-04-23	Paper
An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis Journal of Optimization Theory and Applications	2008-05-05	Paper
An algorithm for portfolio optimization with variable transaction costs. I: Theory Journal of Optimization Theory and Applications	2008-05-05	Paper
Quadratic programming with transaction costs Computers & Operations Research	2007-10-10	Paper
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study Econometric Reviews	2006-05-22	Paper
The efficient frontier for bounded assets Mathematical Methods of Operations Research	2003-08-07	Paper
Portfolio selection and transactions costs Computational Optimization and Applications	2003-04-27	Paper

Research outcomes over time

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