- Robust filtering and portfolio management2009 | Faculty of Mathematics and Physics
- Bond portfolio management via stochastic programming +12006 | Faculty of Mathematics and Physics
- Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival BiasPublication without faculty affiliation
- Stability properties of a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- From data to model and back to data: a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- Input analysis for a bond portfolio management1997 | Faculty of Mathematics and Physics
- Postoptimality for a bond portfolio management model1997 | Faculty of Mathematics and Physics
- Uncertainty about input data in portfolio management1996 | Faculty of Mathematics and Physics
- Input analysis for a bond portfolio management modelPublication without faculty affiliation
- Bond portfolio management via stochastic programming: Computational results on scenario tree reduction, construction and contamination2004 | Faculty of Mathematics and Physics
- Sensitivity analysis on inputs for a bond portfolio management modelPublication without faculty affiliation
- Sensitivity analysis on inputs for a bond portfolio management model1996 | Faculty of Mathematics and Physics
- From data to model and back to data: Portfolio management for Italian bond market. Technical Report 25Publication without faculty affiliation
- Special Issue: Topics in Stochastic Programming2022 | Faculty of Mathematics and Physics
- Maximum likelihood estimation of the Hull-White model2023 | Faculty of Mathematics and Physics
- Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies2021 | Faculty of Mathematics and Physics
- Testing the structure of multistage stochastic programs +12008 | Faculty of Mathematics and Physics
- Integrated Risk Management of Bond Portfolios2004 | Faculty of Social Sciences
- Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study2001 | Faculty of Mathematics and Physics
- Stay in the Czech Republic2015 | Faculty of Education
- Output analysis and stress testing for mean-variance efficient portfolios2012 | Faculty of Mathematics and Physics
- Common Cycles in Volatility and Cross Section of Stock ReturnsPublication without faculty affiliation
- Structure of an Implementation Plan for the National System of School-based Prevention of Risk Behaviour in the Czech Republic for 2015-20252015 | First Faculty of Medicine
- A note on effect of errors in input parameters on mean-variance efficient portfolios2015 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS2012 | Faculty of Mathematics and Physics
- The New Financial Crowdfunding Regulation and Its Implications for Investment Services under MiFID II : Charles University in Prague Faculty of Law Research Paper No. 2020/III/12020 | Faculty of Law
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics