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Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka - In: Mathematical methods of operations research 50 (1999) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10001428771
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Uncertainty about input data in portfolio management
Dupačová, Jitka - In: Modelling techniques for financial markets and bank …, (pp. 17-33). 1996
Persistent link: https://www.econbiz.de/10001292512
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Postoptimality for a bond portfolio management model
Dupačová, Jitka - In: New operational approaches for financial modelling, (pp. 49-62). 1997
Persistent link: https://www.econbiz.de/10001299233
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Bond portfolio management via stochastic programming
Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka - 2006
Persistent link: https://www.econbiz.de/10003356693
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Stress testing for VaR and CVaR
Dupačová, Jitka; Polívka, Jan - In: Quantitative fund management, (pp. 337-357). 2009
Persistent link: https://www.econbiz.de/10003797011
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Structure of risk-averse multistage stochastic programs
Dupačová, Jitka; Kozmík, Václav - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 559-582
Persistent link: https://www.econbiz.de/10011296750
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SDDP for mutlistage stochastic programs : preprocessing via scenario reduction
Dupačová, Jitka; Kozmík, Václav - In: Computational Management Science : CMS 14 (2017) 1, pp. 67-80
Persistent link: https://www.econbiz.de/10011710330