Publications
- Stress testing for VaR and CVaR2007 | Faculty of Mathematics and Physics
- Sensitivity on estimation errors in moments for scenario tree and optimal solution of two-stage stochastic programs2004 | Faculty of Mathematics and Physics
- Building of Scenario Tree for Asset Returns via Moment Fitting: Experience and Problems in case of ALM Model2003 | Faculty of Mathematics and Physics
- Liability side of asset-liability management model2002 | Publication without faculty affiliation
- Asset-liability management for Czech pension funds using stochastic programming.Publication without faculty affiliation
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