Miloš Kopa

Available identifiers

zbMath Open kopa.milosWikidataQ83333291 ScholiaQ83333291MaRDI QIDQ301148

List of research outcomes

Publication	Date of Publication	Type
Investment disputes and their explicit role in option market uncertainty and overall risk instability	2023-12-14	Paper
Implied volatility smoothing at COVID-19 times	2023-08-22	Paper
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon	2023-06-28	Paper
Robustness of stochastic programs with endogenous randomness via contamination	2022-12-12	Paper
A stochastic dominance approach to pension-fund selection	2021-11-16	Paper
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision	2021-11-08	Paper
Evaluation of scenario reduction algorithms with nested distance	2021-02-02	Paper
Multi-stage emissions management of a steel company	2021-01-06	Paper
An asset -- liability management stochastic program of a leasing company	2019-03-01	Paper
Special issue on the 12th International Conference on Computational Management Science	2018-10-10	Paper
Implied volatility and state price density estimation: arbitrage analysis	2018-10-10	Paper
DEA models equivalent to general $N$th order stochastic dominance efficiency tests	2018-10-01	Paper
Dynamic model of market with uninformed market maker	2018-04-18	Paper
Multistage risk premiums in portfolio optimization	2018-04-18	Paper
Individual optimal pension allocation under stochastic dominance constraints	2018-03-02	Paper
On relations between DEA-risk models and stochastic dominance efficiency tests	2016-06-29	Paper
A general test for SSD portfolio efficiency	2015-08-03	Paper
General linear formulations of stochastic dominance criteria	2015-07-28	Paper
Robustness in SSD portfolio efficiency testing	2015-03-03	Paper
Robustness of optimal portfolios under risk and stochastic dominance constraints	2015-02-03	Paper
Robustness in stochastic programs with risk constraints	2013-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q3585648	2010-08-20	Paper
On extracting information implied in options	2010-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q3604338	2009-02-24	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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