Study programme
Classes
- Mathematical EconomicsNMEK531 | Faculty of Mathematics and Physics
- Optimisation with Applications to Finance +1NMEK412 | Faculty of Mathematics and Physics
- Econometrics Seminar 1NMEK450 | Faculty of Mathematics and Physics
- Financial-Insurance PraxisNMFM336 | Faculty of Mathematics and Physics
- Investment Analysis +1NMFM431 | Faculty of Mathematics and Physics
- Some topics on insurance and financial mathematicsNMFM601 | Faculty of Mathematics and Physics
- Stochastic Problems in Research and PracticeNMSA431 | Faculty of Mathematics and Physics
Publications
- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- A general test for SSD portfolio efficiency2015 | Faculty of Mathematics and Physics
- Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance2015 | Faculty of Mathematics and Physics
- Optimal mean - variance portfolios under NSD efficiency constraints2014 | Faculty of Mathematics and Physics
- Minimal Risk Portfolios under SSD efficiency constraints2014 | Faculty of Mathematics and Physics
- Aggregate investor preferences and beliefs: A comment2013 | Faculty of Mathematics and Physics
- General linear formulations of stochastic dominance criteria2013 | Faculty of Mathematics and Physics
- Efficiency Analysis of Several EU Stock Markets: Mean-Risk Efficient Portfolios2013 | Faculty of Mathematics and Physics
- Characterization of uniformly quasi-concave functions2012 | Faculty of Mathematics and Physics
- Utility Functions in Portfolio Optimization +12006 | Faculty of Mathematics and Physics
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