Jitka Dupačová

From MaRDI portal
Person:181254

Available identifiers

zbMath Open dupacova.jitkaWikidataQ102349597 ScholiaQ102349597MaRDI QIDQ181254

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q29451152015-09-09Paper
Structure of risk-averse multistage stochastic programs2015-08-03Paper
Robustness of optimal portfolios under risk and stochastic dominance constraints2015-02-03Paper
Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints2013-06-19Paper
Approximation and contamination bounds for probabilistic programs2013-01-15Paper
Robustness in stochastic programs with risk constraints2013-01-15Paper
Uncertainties in minimax stochastic programs2012-01-18Paper
https://portal.mardi4nfdi.de/entity/Q35856362010-08-20Paper
Testing the structure of multistage stochastic programs2009-08-04Paper
https://portal.mardi4nfdi.de/entity/Q53246352009-08-03Paper
Asset-liability management for Czech pension funds using stochastic programming2009-06-25Paper
https://portal.mardi4nfdi.de/entity/Q36043362009-02-24Paper
A nonparametric model for analysis of the EURO bond market2008-10-24Paper
https://portal.mardi4nfdi.de/entity/Q35172892008-08-12Paper
https://portal.mardi4nfdi.de/entity/Q54394642008-02-11Paper
Stress testing for VaR and CVaR2007-10-22Paper
Horizon and stages in applications of stochastic programming in finance2006-10-11Paper
https://portal.mardi4nfdi.de/entity/Q33722652006-02-20Paper
https://portal.mardi4nfdi.de/entity/Q48143772004-09-07Paper
https://portal.mardi4nfdi.de/entity/Q44323992003-10-22Paper
Scenario reduction in stochastic programming2003-07-13Paper
Stochastic modeling in economics and finance.2003-06-30Paper
Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time2003-02-23Paper
https://portal.mardi4nfdi.de/entity/Q45244572002-07-16Paper
Applications of stochastic programming: Achievements and questions2002-05-28Paper
https://portal.mardi4nfdi.de/entity/Q27520272002-05-14Paper
From data to model and back to data: A bond portfolio management problem2002-01-29Paper
https://portal.mardi4nfdi.de/entity/Q27562592001-11-12Paper
https://portal.mardi4nfdi.de/entity/Q27314292001-07-29Paper
Stability properties of a bond portfolio management problem2001-06-14Paper
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study2001-06-14Paper
Scenarios for multistage stochastic programs2001-06-14Paper
https://portal.mardi4nfdi.de/entity/Q45017152000-11-16Paper
https://portal.mardi4nfdi.de/entity/Q42518592000-07-10Paper
https://portal.mardi4nfdi.de/entity/Q43953982000-01-09Paper
Portfolio optimization via stochastic programming: Methods of output analysis1999-11-25Paper
https://portal.mardi4nfdi.de/entity/Q38404071999-04-08Paper
https://portal.mardi4nfdi.de/entity/Q42291571999-03-17Paper
https://portal.mardi4nfdi.de/entity/Q42129701998-12-15Paper
https://portal.mardi4nfdi.de/entity/Q43507241998-11-01Paper
https://portal.mardi4nfdi.de/entity/Q43568851997-10-05Paper
Epi-consistency in restricted regression models. The case of general convex fitting function1997-08-31Paper
https://portal.mardi4nfdi.de/entity/Q43493451997-08-11Paper
https://portal.mardi4nfdi.de/entity/Q38388461997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56876891996-12-16Paper
Scenario-based stochastic programs: Resistance with respect to sample1996-07-31Paper
Postoptimality for multistage stochastic linear programs1995-08-27Paper
https://portal.mardi4nfdi.de/entity/Q48395971995-07-17Paper
Applications of stochastic programming under incomplete information1995-07-13Paper
https://portal.mardi4nfdi.de/entity/Q48362821995-06-14Paper
https://portal.mardi4nfdi.de/entity/Q31391831993-11-11Paper
https://portal.mardi4nfdi.de/entity/Q40353961993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q39911321992-06-28Paper
On statistical sensitivity analysis in stochastic programming1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33606641991-01-01Paper
Stability and sensitivity-analysis for stochastic programming1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34798151989-01-01Paper
Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37753321987-01-01Paper
Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis1987-01-01Paper
The minimax approach to stochastic programming and an illustrative application1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37240971986-01-01Paper
Stability in stochastic programming with recourse. Contaminated distributions1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37405841986-01-01Paper
Fundamental Solutions of the Linear Elastostatics Equations of the Isotropic and Homogeneous Bodies with Microstructure Having a Symmetric Stress Tensor1985-01-01Paper
Stability in stochastic programming with recourse-estimated parameters1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36900021984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30371381983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39697591982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47479191982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38658491980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38675541980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38888281980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39028281980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30485681979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30512211979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41745331978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41520361977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40942561976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41400251976-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Jitka Dupačová