Multistage risk premiums in portfolio optimization. - Milos Kopa; Barbora Petrová (Kybernetika, 2017)

Multivariate stochastic dominance for multivariate normal distribution. - Barbora Petrová (Kybernetika, 2018)

Multistage portfolio optimization with multivariate dominance constraints. - Barbora Petrová (Comput. Manag. Sci., 2019)