Kopa, M.
Univerzita Karlova
H-index: 21
Europe-Czech Republic
Top articles of Kopa, M.
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Investment disputes and their explicit role in option market uncertainty and overall risk instability | Computational Management Science | Zdeněk Drábek Miloš Kopa Matúš Maciak Michal Pešta Sebastiano Vitali | 2023/12 |
Multistage stochastic dominance: an application to pension fund management | Annals of Operations Research | Miloš Kopa Vittorio Moriggia Sebastiano Vitali | 2023/11/10 |
Multivariate probabilistic forecasting of electricity prices with trading applications | Available at SSRN 4527675 | Ilyas Agakishiev Wolfgang Karl Härdle Karel Kozmik Milos Kopa Alla Petukhina | 2023/7/19 |
Robustness of stochastic programs with endogenous randomness via contamination | European Journal of Operational Research | Miloš Kopa Tomáš Rusý | 2023/3/16 |
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon | Operations Research Letters | Miloš Kopa Martin Šmíd | 2023/3/1 |
Implied volatility smoothing at COVID-19 times | Computational Management Science | Sebastiano Vitali Miloš Kopa Gabriele Giana | 2023/12 |
Multi-level stratification of territories for waste composition analysis | Journal of Environmental Management | Radovan Šomplák Miloš Kopa Marek Omelka Vlastimír Nevrlý Martin Pavlas | 2022/9/15 |
Dominance tracking index for measuring pension fund performance with respect to the benchmark | Sustainability | Milos Kopa Kristina Sutiene Audrius Kabasinskas Ausrine Lakstutiene Aidas Malakauskas | 2022/8/3 |
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance | Giorgio Consigli Miloš Kopa Alois Pichler | 2022/1/2 | |
Measurement of performance of Lithuanian II pillar pension funds using benchmark and rolling window technique | DAMSS 2022: 13th conference on data analysis methods for software systems, Druskininkai, Lithuania, December 1–3, 2022 | Audrius Kabašinskas Miloš Kopa Kristina Šutienė Aušrinė Lakštutienė Aidas Malakauskas | 2022 |
Topics in Stochastic Programming | Mathematical Programming | Tito Homem-de-Mello Miloš Kopa David P Morton | 2022/1/1 |
A stochastic dominance approach to pension-fund selection | IMA Journal of Management Mathematics | Miloš Kopa Audrius Kabašinskas Kristina Šutienė | 2022/1 |
A decision-dependent randomness stochastic program for asset–liability management model with a pricing decision | Annals of Operations Research | Miloš Kopa Tomáš Rusý | 2021/4 |
Multi-stage emissions management of a steel company | Annals of Operations Research | František Zapletal Martin Šmíd Miloš Kopa | 2020/9 |
Evaluation of scenario reduction algorithms with nested distance | Computational Management Science | Markéta Horejšová Sebastiano Vitali Miloš Kopa Vittorio Moriggia | 2020/6 |
Dominance-based decision rules for pension fund selection under different distributional assumptions | Mathematics | Audrius Kabašinskas Kristina Šutienė Miloš Kopa Kęstutis Lukšys Kazimieras Bagdonas | 2020/5/4 |
