Igor Melichercík

According to our database, Igor Melichercík authored at least 4 papers between 2003 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2020

Simple explicit formula for near-optimal stochastic lifestyling.

Ales Cerný, Igor Melichercík

Eur. J. Oper. Res., 2020

2014

Dynamic portfolio optimization with risk management and strategy constraints.

Csilla Krommerová, Igor Melichercík

Kybernetika, 2014

2008

Application of multistage stochastic programs solved in parallel in portfolio management.

Mária Lucká, Igor Melichercík, Ladislav Halada

Parallel Comput., 2008

2003

Multiperiod Portfolio Management Using Parallel Interior Point Method.

Ladislav Halada, Mária Lucká, Igor Melichercík

Proceedings of the Parallel Computing: Software Technology, 2003