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DEA-Risk Efficiency and Stocha...
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Kopa, Miloš
16
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7
Post, Thierry
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4
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European journal of operational research : EJOR
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Stochastic optimization: theory and applications
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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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
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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5
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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6
Risk-aversion in data envelopment analysis models with diversification
Adam, Lukáš
;
Branda, Martin
- In:
Omega : the international journal of management science
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012514499
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7
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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8
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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9
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/10009771839
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10
A portfolio optimality test based on the first-order stochastic dominance criterion
Kopa, Miloš
;
Post, Thierry
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1103-1124
Persistent link: https://www.econbiz.de/10003938862
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