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mean-CVaR
Person
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Person
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Programmes
doc. RNDr. Martin Branda Ph.D.
Academic staff at Faculty of Mathematics and Physics
1 study programme
6 classes
50 publications
Study programme
programme
Financial and Insurance Mathematics
🇨🇿 NMgr. |
Faculty of Mathematics and Physics
Classes
class
Computational Aspects of Optimisation
NMEK436 |
Faculty of Mathematics and Physics
class
Introduction to Optimisation
+1
NMFM204 |
Faculty of Mathematics and Physics
class
Colloquium of the Department of Probability and Mathematical Statistics
NMSA600 |
Faculty of Mathematics and Physics
class
Advanced Topics of the Field
NMSA603 |
Faculty of Mathematics and Physics
class
Introduction to Optimisation (M)
NMSA936 |
Faculty of Mathematics and Physics
Publications
publication
Diversification-consistent data envelopment analysis based on directional-distance measures
2015 |
Faculty of Mathematics and Physics
publication
Influence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach
2014 |
Faculty of Mathematics and Physics
publication
Diversification-consistent data envelopment analysis with general deviation measures
2013 |
Faculty of Mathematics and Physics
publication
Reformulations of input-output oriented DEA tests with diversification
2013 |
Faculty of Mathematics and Physics
publication
DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices
2012 |
Faculty of Mathematics and Physics
publication
Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions
2010 |
Faculty of Mathematics and Physics
publication
Stability Analysis of Mean-CVaR Investment Model with Transaction Costs and Integer Allocations
2009 |
Faculty of Mathematics and Physics
publication
Value at risk approach to producer's best response in an electricity market with uncertain demand
2023 |
Faculty of Mathematics and Physics
publication
Optimal Scheduling of Vehicle Loading/Unloading Operations in Depots
2022 |
Faculty of Mathematics and Physics
publication
Risk-aversion in data envelopment analysis models with diversification
2021 |
Faculty of Mathematics and Physics
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