- Asset return dynamics and the FX risk premium in a decentralized dealer market2004 | Faculty of Social Sciences
- Building of Scenario Tree for Asset Returns via Moment Fitting: Experience and Problems in case of ALM Model2003 | Faculty of Mathematics and Physics
- Forecasting dynamic return distributions based on ordered binary choice2019 | Publication without faculty affiliation
- The performance determinants of trading companies: A stakeholder perspective2021 | Faculty of Social Sciences
- Can beta-pricing models explain performance differences among assets? Research seminar series.Publication without faculty affiliation
- Tail Risks, Asset Prices, and Investment HorizonsPublication without faculty affiliation
- Optimal portfolio and consumption under pure jump process2010 | Faculty of Mathematics and Physics
- Cross-country heterogeneity in intertemporal substitution2015 | Faculty of Social Sciences
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- Sample approximation techniques for DEA-risk efficiency tests2014 | Faculty of Mathematics and Physics
- Evaluating policies in risk-averse multi-stage stochastic programming2015 | Faculty of Mathematics and Physics
- Equity premium and monetary policy in a model with limited asset market participation2021 | Central Library of Charles University
- Asset pricing and the US financial & real estates markets +12009 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- The effect of ethics on banks' financial performance2017 | Faculty of Social Sciences, Central Library of Charles University
- Optimal pension fund composition for an Italian private pension plan sponsor2017 | Faculty of Mathematics and Physics
- Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems2020 | Faculty of Mathematics and Physics
- Frequency-dependent higher moment risksPublication without faculty affiliation
- A Prolonged Period of Low Interest Rates: Unintended ConsequencesPublication without faculty affiliation
- CAPM beta, size, book-to-market, and momentum in realized stock returns2010 | Publication without faculty affiliation
- Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices*2023 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- FACTORISABLE MULTITASK QUANTILE REGRESSION2021 | Faculty of Mathematics and Physics
- Performance Comparison of European Cooperative and Commercial Banks in a Low Interest Rate EnvironmentPublication without faculty affiliation