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Stochastic dominance constraints
Person
Class
Person
Publication
Programmes
doc. RNDr. Ing. Miloš Kopa Ph.D.
Academic staff at Faculty of Mathematics and Physics
1 study programme
9 classes
80 publications
Study programme
programme
Financial Mathematics
🇨🇿 Bc. |
Faculty of Mathematics and Physics
Classes
class
Optimisation with Applications to Finance
+1
NMEK412 |
Faculty of Mathematics and Physics
class
Econometrics Seminar 1
NMEK450 |
Faculty of Mathematics and Physics
class
Mathematical Economics
NMEK531 |
Faculty of Mathematics and Physics
class
Financial-Insurance Praxis
NMFM336 |
Faculty of Mathematics and Physics
class
Investment Analysis
+1
NMFM431 |
Faculty of Mathematics and Physics
class
Some topics on insurance and financial mathematics
NMFM601 |
Faculty of Mathematics and Physics
class
Stochastic Problems in Research and Practice
NMSA431 |
Faculty of Mathematics and Physics
Publications
publication
Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems
2020 |
Faculty of Mathematics and Physics
publication
Individual optimal pension allocation under stochastic dominance constraints
2018 |
Faculty of Mathematics and Physics
publication
AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY
2018 |
Faculty of Mathematics and Physics
publication
Portfolio selection problem with the third-order stochastic dominance constraints
2016 |
Faculty of Mathematics and Physics
publication
Robustness of optimal portfolios under risk and stochastic dominance constraints
2014 |
Faculty of Mathematics and Physics
publication
Decision problems with stochastic dominance constraints
2013 |
Faculty of Mathematics and Physics
publication
Multistage stochastic dominance: an application to pension fund management
2024 |
Faculty of Mathematics and Physics
publication
Robustness of stochastic programs with endogenous randomness via contamination
2023 |
Faculty of Mathematics and Physics
publication
Implied volatility smoothing at COVID-19 times
2023 |
Faculty of Mathematics and Physics
publication
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
2023 |
Faculty of Mathematics and Physics
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