| Publication | Date of Publication | Type |
|---|
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Computational Management Science | 2023-12-14 | Paper |
Implied volatility smoothing at COVID-19 times
Computational Management Science | 2023-08-22 | Paper |
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
Operations Research Letters | 2023-06-28 | Paper |
Robustness of stochastic programs with endogenous randomness via contamination
European Journal of Operational Research | 2022-12-12 | Paper |
A stochastic dominance approach to pension-fund selection
IMA Journal of Management Mathematics | 2021-11-16 | Paper |
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision
Annals of Operations Research | 2021-11-08 | Paper |
Evaluation of scenario reduction algorithms with nested distance
Computational Management Science | 2021-02-02 | Paper |
Multi-stage emissions management of a steel company
Annals of Operations Research | 2021-01-06 | Paper |
An asset-liability management stochastic program of a leasing company.
Kybernetika | 2019-03-01 | Paper |
Special issue on the 12th International Conference on Computational Management Science
Computational Management Science | 2018-10-10 | Paper |
Implied volatility and state price density estimation: arbitrage analysis
Computational Management Science | 2018-10-10 | Paper |
DEA models equivalent to general $N$th order stochastic dominance efficiency tests
Operations Research Letters | 2018-10-01 | Paper |
Multistage risk premiums in portfolio optimization
Kybernetika | 2018-04-18 | Paper |
Dynamic model of market with uninformed market maker.
Kybernetika | 2018-04-18 | Paper |
Individual optimal pension allocation under stochastic dominance constraints
Annals of Operations Research | 2018-03-02 | Paper |
On relations between DEA-risk models and stochastic dominance efficiency tests
CEJOR. Central European Journal of Operations Research | 2016-06-29 | Paper |
A general test for SSD portfolio efficiency
OR Spectrum | 2015-08-03 | Paper |
General linear formulations of stochastic dominance criteria
European Journal of Operational Research | 2015-07-28 | Paper |
Robustness in SSD portfolio efficiency testing
Operations Research Proceedings | 2015-03-03 | Paper |
Robustness of optimal portfolios under risk and stochastic dominance constraints
European Journal of Operational Research | 2015-02-03 | Paper |
Robustness in stochastic programs with risk constraints
Annals of Operations Research | 2013-01-15 | Paper |
| Measuring of second-order stochastic dominance portfolio efficiency | 2010-08-20 | Paper |
| Measuring of second-order stochastic dominance portfolio efficiency | 2010-08-20 | Paper |
On extracting information implied in options
Computational Statistics | 2010-04-22 | Paper |
| A second-order stochastic dominance portfolio efficiency measure | 2009-02-24 | Paper |
| A second-order stochastic dominance portfolio efficiency measure | 2009-02-24 | Paper |
