//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematical programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Relative Informational Eff...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
108
Theory
106
Portfolio-Management
62
Stochastic process
61
Stochastischer Prozess
61
Portfolio selection
60
Mathematische Optimierung
27
CAPM
23
Data envelopment analysis
19
Data-Envelopment-Analyse
19
Risikoaversion
16
Risk aversion
16
Anlageverhalten
14
Stochastic dominance
14
USA
14
Behavioural finance
12
United States
12
stochastic dominance
12
Capital income
11
Estimation
11
Kapitaleinkommen
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Schätzung
11
Statistical test
11
Statistischer Test
11
Börsenkurs
10
Efficiency
10
Effizienz
10
Risiko
10
Risk
10
Technical efficiency
10
Technische Effizienz
10
Portfolio choice
9
Share price
9
Prospect Theory
8
Arbitrage
7
Decision theory
7
Efficient market hypothesis
7
more ...
less ...
Online availability
All
Undetermined
14
Free
7
Type of publication
All
Article
19
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
2
Conference paper
2
Graue Literatur
2
Konferenzbeitrag
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
27
Author
All
Post, Thierry
18
Kopa, Miloš
11
Arvanitis, Stelios
5
Fang, Yi
4
Topaloglou, Nikolas
4
Branda, Martin
2
Hallam, Mark
2
Moriggia, Vittorio
2
Vitali, Sebastiano
2
Šmíd, Martin
2
Consigli, Giorgio
1
Horejšová, Markéta
1
Kopa, Milos
1
Kopa, Milos̆
1
Linton, Oliver
1
Pichler, Alois
1
Rusý, Tomáš
1
Whang, Yoon-jae
1
Wiesemann, Wolfram
1
Zapletal, František
1
more ...
less ...
Institution
All
Erasmus Research Institute of Management
1
Published in...
All
European journal of operational research : EJOR
3
Computational Management Science : CMS
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Operations research letters
2
Computational management science
1
ERIM report series research in management
1
Finance a úvěr
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Stochastic optimization: theory and applications
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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/10010221754
Saved in:
2
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
3
Robustness of stochastic programs with endogenous randomness via contamination
Kopa, Miloš
;
Rusý, Tomáš
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1259-1272
Persistent link: https://www.econbiz.de/10013492871
Saved in:
4
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/10009740503
Saved in:
5
Special issue on the 12th international conference on computational management science
Kopa, Miloš
;
Wiesemann, Wolfram
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10011710315
Saved in:
6
Optimal pension fund composition for an Italian private pension plan sponsor
Vitali, Sebastiano
;
Moriggia, Vittorio
;
Kopa, Miloš
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 135-160
Persistent link: https://www.econbiz.de/10011710371
Saved in:
7
DEA models equivalent to general imageth order stochastic dominance efficiency tests
Branda, Martin
;
Kopa, Miloš
- In:
Operations research letters
44
(
2016
)
2
,
pp. 285-289
Persistent link: https://www.econbiz.de/10011457629
Saved in:
8
Evaluation of scenario reduction algorithms with nested distance
Horejšová, Markéta
;
Vitali, Sebastiano
;
Kopa, Miloš
; …
- In:
Computational management science
17
(
2020
)
2
,
pp. 241-275
Persistent link: https://www.econbiz.de/10012272064
Saved in:
9
Multi-stage emissions management of a steel company
Zapletal, František
;
Šmíd, Martin
;
Kopa, Miloš
- In:
Stochastic optimization: theory and applications
,
(pp. 735-751)
.
2020
Persistent link: https://www.econbiz.de/10012290838
Saved in:
10
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->