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Optimal Portfolios
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publication
Stability of optimal portfolios: non-smooth utility approach
2006 |
Faculty of Mathematics and Physics
publication
Optimal Portfolios on (In)Efficient Markets
2011 |
Faculty of Mathematics and Physics
publication
Optimal portfolio and consumption under pure jump process
2010 |
Faculty of Mathematics and Physics
publication
Portfolio selection problem and stability of optimal portfolio
2003 |
Faculty of Mathematics and Physics
publication
Robustness of optimal portfolios under risk and stochastic dominance constraints
2014 |
Faculty of Mathematics and Physics
publication
On equity market inefficiency during the COVID-19 pandemic
2021 |
Faculty of Mathematics and Physics
publication
Bilevel Models in Portfolio Selection Problems
+2
2023 |
Faculty of Mathematics and Physics
publication
Price and market risk reduction for bond portfolio selection in BRICS markets
2018 |
Faculty of Mathematics and Physics
publication
Special Issue: Topics in Stochastic Programming
2022 |
Faculty of Mathematics and Physics
publication
Multivariate stochastic dominance and its application in portfolio optimization problems
Publication without faculty affiliation
publication
Equity home bias in the Czech Republic
Publication without faculty affiliation
publication
Equity home bias in the Czech Republic
2010 |
Faculty of Social Sciences
publication
Decision problems with stochastic dominance constraints
2013 |
Faculty of Mathematics and Physics
publication
Information asymmetry, share mispricing and coordination problem : investors' portfolio choice in the Czech voucher privatization
Publication without faculty affiliation
publication
Stochastic Dominance Constrained Portfolio Optimization with Distortion Risk Measures
2022 |
Faculty of Mathematics and Physics
publication
Decision Theory and Stochastic Growth
2023 |
Publication without faculty affiliation
publication
Equity home bias among Czech investors: experimental approach
Publication without faculty affiliation
publication
Stochastic dominance enhanced portfolios - empirical evidence
2016 |
Faculty of Mathematics and Physics
publication
Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems
2020 |
Faculty of Mathematics and Physics
publication
Minimal Risk Portfolios under SSD efficiency constraints
2014 |
Faculty of Mathematics and Physics
publication
Individual optimal pension allocation under stochastic dominance constraints
2018 |
Faculty of Mathematics and Physics
publication
Pension fund management with investment certificates and stochastic dominance
2021 |
Faculty of Mathematics and Physics