On extracting information implied in options. - M. Benko; Matthias R. Fengler; Wolfgang K. Härdle; Milos Kopa (Comput. Stat., 2007)

A second-order stochastic dominance portfolio efficiency measure. - Milos Kopa; Petr Chovanec (Kybernetika, 2008)

Measuring of second-order stochastic dominance portfolio efficiency. - Milos Kopa (Kybernetika, 2010)

Special Issue: Mathematical Methods in Economy and Industry 2009 - the joint Czech-German-Slovak conference. - Milos Kopa; Petr Lachout (Kybernetika, 2010)

Robustness in SSD portfolio efficiency testing. - Milos Kopa (OR, 2011)

Robustness in stochastic programs with risk constraints. - Jitka Dupacová; Milos Kopa (Ann. Oper. Res., 2012)

General linear formulations of stochastic dominance criteria. - Thierry Post; Milos Kopa (Eur. J. Oper. Res., 2013)

On relations between DEA-risk models and stochastic dominance efficiency tests. - Martin Branda; Milos Kopa (Central Eur. J. Oper. Res., 2014)

Robustness of optimal portfolios under risk and stochastic dominance constraints. - Jitka Dupacová; Milos Kopa (Eur. J. Oper. Res., 2014)

Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance. - Thierry Post; Yi Fang 004; Milos Kopa (Manag. Sci., 2015)

A general test for SSD portfolio efficiency. - Milos Kopa; Thierry Post (OR Spectr., 2015)

DEA models equivalent to general Nth order stochastic dominance efficiency tests. - Martin Branda; Milos Kopa (Oper. Res. Lett., 2016)

Implied volatility and state price density estimation: arbitrage analysis. - Milos Kopa; Sebastiano Vitali; Tomás Tichý; Radek Hendrych (Comput. Manag. Sci., 2017)

Special issue on the 12th international conference on computational management science. - Milos Kopa; Wolfram Wiesemann (Comput. Manag. Sci., 2017)

Optimal pension fund composition for an Italian private pension plan sponsor. - Sebastiano Vitali; Vittorio Moriggia; Milos Kopa (Comput. Manag. Sci., 2017)

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

Dynamic model of market with uninformed market maker. - Martin Smíd; Milos Kopa (Kybernetika, 2017)

Portfolio Choice Based on Third-Degree Stochastic Dominance. - Thierry Post; Milos Kopa (Manag. Sci., 2017)

Individual optimal pension allocation under stochastic dominance constraints. - Milos Kopa; Vittorio Moriggia; Sebastiano Vitali (Ann. Oper. Res., 2018)

An asset-liability management stochastic program of a leasing company. - Tomás Rusý; Milos Kopa (Kybernetika, 2018)

Multi-stage emissions management of a steel company. - Frantisek Zapletal; Martin Smíd; Milos Kopa (Ann. Oper. Res., 2020)

Evaluation of scenario reduction algorithms with nested distance. - Markéta Horejsová; Sebastiano Vitali; Milos Kopa; Vittorio Moriggia (Comput. Manag. Sci., 2020)

A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision. - Milos Kopa; Tomás Rusý (Ann. Oper. Res., 2021)

Special Issue: Topics in Stochastic Programming. - Tito Homem-de-Mello; Milos Kopa; David P. Morton (Math. Program., 2022)

Robustness of stochastic programs with endogenous randomness via contamination. - Milos Kopa; Tomás Rusý (Eur. J. Oper. Res., 2023)

Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon. - Milos Kopa; Martin Smíd (Oper. Res. Lett., 2023)

Investment disputes and their explicit role in option market uncertainty and overall risk instability. - Zdenek Drábek; Milos Kopa; Matús Maciak; Michal Pesta; Sebastiano Vitali (Comput. Manag. Sci., 2023)

Implied volatility smoothing at COVID-19 times. - Sebastiano Vitali; Milos Kopa; Gabriel E. Giana (Comput. Manag. Sci., 2023)

Measures of stochastic non-dominance in portfolio optimization. - Jana Junová; Milos Kopa (Eur. J. Oper. Res., 2025)