Milos Kopa

According to our database1, Milos Kopa authored at least 22 papers between 2007 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Evaluation of scenario reduction algorithms with nested distance.
Comput. Manag. Sci., 2020

Multi-stage emissions management of a steel company.
Ann. Oper. Res., 2020

2018
An asset-liability management stochastic program of a leasing company.
Kybernetika, 2018

Individual optimal pension allocation under stochastic dominance constraints.
Ann. Oper. Res., 2018

2017
Portfolio Choice Based on Third-Degree Stochastic Dominance.
Manag. Sci., 2017

Dynamic model of market with uninformed market maker.
Kybernetika, 2017

Multistage risk premiums in portfolio optimization.
Kybernetika, 2017

Optimal pension fund composition for an Italian private pension plan sponsor.
Comput. Manag. Sci., 2017

Special issue on the 12th international conference on computational management science.
Comput. Manag. Sci., 2017

Implied volatility and state price density estimation: arbitrage analysis.
Comput. Manag. Sci., 2017

2016
DEA models equivalent to general Nth order stochastic dominance efficiency tests.
Oper. Res. Lett., 2016

2015
A general test for SSD portfolio efficiency.
OR Spectr., 2015

Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance.
Manag. Sci., 2015

2014
Robustness of optimal portfolios under risk and stochastic dominance constraints.
Eur. J. Oper. Res., 2014

On relations between DEA-risk models and stochastic dominance efficiency tests.
Central Eur. J. Oper. Res., 2014

2013
General linear formulations of stochastic dominance criteria.
Eur. J. Oper. Res., 2013

2012
Robustness in stochastic programs with risk constraints.
Ann. Oper. Res., 2012

2011
Robustness in SSD portfolio efficiency testing.
Proceedings of the Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30, 2011

2010
Special Issue: Mathematical Methods in Economy and Industry 2009 - the joint Czech-German-Slovak conference.
Kybernetika, 2010

Measuring of second-order stochastic dominance portfolio efficiency.
Kybernetika, 2010

2008
A second-order stochastic dominance portfolio efficiency measure.
Kybernetika, 2008

2007
On extracting information implied in options.
Comput. Stat., 2007


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