Publications
- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- Linear formulation for the Maximum Expected Coverage Location Model with fractional coverage2016 | Faculty of Mathematics and Physics
- Multistage portfolio optimization with risk premium contraints2015 | Faculty of Mathematics and Physics
- Multivariate stochastic dominance and its application in portfolio optimization problemsPublication without faculty affiliation
- Multistage portfolio optimization with multivariate dominance constraints2019 | Faculty of Mathematics and Physics
- MULTIVARIATE STOCHASTIC DOMINANCE FOR MULTIVARIATE NORMAL DISTRIBUTION2018 | Faculty of Mathematics and Physics
- Multidimensional stochastic dominance for discrete uniform distribution2016 | Faculty of Mathematics and Physics
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