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Mean-variance vs trend-risk portfolio selection
Neděla, David; Ortobelli Lozza, Sergio; Tichý, Tomáš - In: Review of managerial science : RMS 18 (2024) 7, pp. 2047-2078
Persistent link: https://www.econbiz.de/10015134059
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International equity portfolio risk modeling : the case of the NIG model and ordinary copula functions
Kresta, Aleš; Tichý, Tomáš - In: Finance a úvěr 62 (2012) 2, pp. 141-161
Persistent link: https://www.econbiz.de/10009740501
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Portfolio selection with uncertainty measures consistent with additive shifts
Giacometti, Rosella; Ortobelli, Sergio; Tichý, Tomáš - In: Prague economic papers : a bimonthly journal of … 24 (2015) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10011288798
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Network tail risk estimation in the European banking system
Torri, Gabriele; Giacometti, Rosella; Tichý, Tomáš - In: Journal of economic dynamics & control 127 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
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Evaluation of strategy portfolios
Wang, Anlan; Kresta, Aleš; Tichý, Tomáš - In: Computational management science 21 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014636777