Jan Vecer
Univerzita Karlova
H-index: 16
Europe-Czech Republic
Top articles of Jan Vecer
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A Likelihood Approach to Portfolio Optimization | Jan Vecer | 2023/11/27 | |
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution | European Journal of Operational Research | Robert Navratil Stephen Taylor Jan Vecer | 2022/11/1 |
Optimal liquidation problem in illiquid markets | European Journal of Operational Research | Amirhossein Sadoghi Jan Vecer | 2022/2/1 |
Portfolio Optimization in Driftless Markets | Available at SSRN 4296519 | Jan Vecer Mark Richard Stephen Michael Taylor | 2022/12/7 |
On equity market inefficiency during the COVID-19 pandemic | International Review of Financial Analysis | Robert Navratil Stephen Taylor Jan Vecer | 2021/10/1 |
Efficiency testing of prediction markets: Martingale approach, likelihood ratio and bayes factor analysis | Risks | Mark Richard Jan Vecer | 2021/2/1 |
Kelly Criterion, State Price Density Equilibrium and Bayesian Statistics | Available at SSRN 3532237 | Jan Vecer | 2020/2/1 |
Options on a traded account: symmetric treatment of the underlying assets | Quantitative Finance | J Vecer J Kampen R Navratil | 2020/1/2 |
Optimal Distributional Trading Gain: Generalizations of Merton's Portfolio Problem with Implications to Bayesian Statistics | Available at SSRN 3616661 | Jan Vecer | 2020/6/2 |
Co-Authors
