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DEA-Risk Efficiency and Stocha...
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Branda, Martin
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Kopa, Miloš
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Dupačová, Jitka
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Annals of operations research
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European journal of operational research : EJOR
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OLC EcoSci
ECONIS (ZBW)
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1
DEA-risk efficiency and stochastic dominance efficiency of stock indices
Branda, Martin
;
Kopa, Miloš
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 106-124
Persistent link: https://www.econbiz.de/10010118049
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2
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
Branda, Martin
- In:
Operations research letters
40
(
2012
)
3
,
pp. 207-212
Persistent link: https://www.econbiz.de/10009848578
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3
On relations between chance constrained and penalty function problems under discrete distributions
Branda, Martin
- In:
Mathematical methods of operations research
77
(
2013
)
2
,
pp. 265-277
Persistent link: https://www.econbiz.de/10010138762
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4
Reformulations of input–output oriented DEA tests with diversification
Branda, Martin
- In:
Operations research letters
41
(
2013
)
5
,
pp. 516-520
Persistent link: https://www.econbiz.de/10010175169
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5
Approximation and contamination bounds for probabilistic programs
Branda, Martin
;
Dupačová, Jitka
-
2011
Persistent link: https://www.econbiz.de/10009814270
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6
Diversification-consistent data envelopment analysis with general deviation measures
Branda, Martin
- In:
European journal of operational research : EJOR
226
(
2013
)
3
,
pp. 626-635
Persistent link: https://www.econbiz.de/10010067686
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7
General linear formulations of stochastic dominance criteria
Post, Thierry
;
Kopa, Miloš
- In:
European journal of operational research : EJOR
230
(
2013
)
2
,
pp. 321-332
Persistent link: https://www.econbiz.de/10010134108
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8
Aggregate investor preferences and beliefs: A comment
Post, Thierry
;
Kopa, Miloš
- In:
Journal of empirical finance
23
(
2013
),
pp. 187-190
Persistent link: https://www.econbiz.de/10010165918
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9
Robustness in stochastic programs with risk constraints
Dupačová, Jitka
;
Kopa, Miloš
-
2012
Persistent link: https://www.econbiz.de/10010030782
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10
The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
Kopa, Miloš
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1081-1103
Persistent link: https://www.econbiz.de/10008395573
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