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~subject:"Mathematische Optimierung"
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DEA-Risk Efficiency and Stocha...
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Mathematische Optimierung
Theorie
30
Theory
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Stochastic process
21
Stochastischer Prozess
21
Mathematical programming
18
Portfolio selection
16
Portfolio-Management
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Data-Envelopment-Analyse
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Efficiency
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Effizienz
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Stochastic dominance
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stochastic dominance
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Diversification
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Risk
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Technical efficiency
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Technische Effizienz
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Fixed interval scheduling
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Implied volatility
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Measurement
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Messung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
3
Optionspreistheorie
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Second-order stochastic dominance
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English
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Kopa, Miloš
11
Branda, Martin
9
Moriggia, Vittorio
2
Post, Thierry
2
Vitali, Sebastiano
2
Šmíd, Martin
2
Adam, Lukáš
1
Consigli, Giorgio
1
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1
Fang, Yi
1
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1
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1
Horejšová, Markéta
1
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1
Kopa, Milos̆
1
Matoušková, Monika
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Pichler, Alois
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Rusý, Tomáš
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Zapletal, František
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Computational Management Science : CMS
3
Operations research letters
3
Stochastic optimization: theory and applications
2
Annals of operations research
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computational management science
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Computers & operations research : an international journal
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ECONIS (ZBW)
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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
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2
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
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3
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
Branda, Martin
- In:
Operations research letters
40
(
2012
)
3
,
pp. 207-211
Persistent link: https://www.econbiz.de/10009546518
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4
Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times
Branda, Martin
- In:
Computers & operations research : and their …
98
(
2018
),
pp. 231-239
Persistent link: https://www.econbiz.de/10011886781
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5
On relations between DEA-risk models and stochastic dominance efficiency tests
Branda, Martin
;
Kopa, Milos̆
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10010231697
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6
Approximation and contamination bounds for probabilistic programs
Branda, Martin
;
Dupačová, Jitka
-
2012
Persistent link: https://www.econbiz.de/10009619701
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7
Flow-based formulations for operational fixed interval scheduling problems with random delays
Branda, Martin
;
Hájek, Štěpán
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011710394
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8
Solving joint chance constrained problems using regularization and Benders' decomposition
Adam, Lukáš
;
Branda, Martin
;
Heitsch, Holger
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 683-709)
.
2020
Persistent link: https://www.econbiz.de/10012290834
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9
A Lagrangian relaxation algorithm for stochastic fixed interval scheduling problem with non-identical machines and job classes
Branda, Martin
;
Matoušková, Monika
- In:
Computers & operations research : an international journal
164
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014562907
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10
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
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