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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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Reflections on output analysis for multistage stochastic linear programs
Dupačová, Jitka - In: Dynamic stochastic optimization : [this volume includes …, (pp. 3-20). 2004
Persistent link: https://www.econbiz.de/10003487932
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Robustness in stochastic programs with risk constraints
Dupačová, Jitka; Kopa, Milos - 2012
Persistent link: https://www.econbiz.de/10009688667
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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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Asset-liability management for Czech pension funds using stochastic programming
Dupačová, Jitka; Polívka, Jan - 2009
Persistent link: https://www.econbiz.de/10003811655
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Testing the structure of multistage stochastic programs
Dupačová, Jitka; Bertocchi, Marida; Moriggia, Vittorio - In: Computational Management Science : CMS 6 (2009) 2, pp. 161-185
Persistent link: https://www.econbiz.de/10003828691
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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
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Stochastic modeling in economics and finance
Dupačová, Jitka - 2002
Persistent link: https://www.econbiz.de/10013420454