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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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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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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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Approximation and contamination bounds for probabilistic programs
Branda, Martin; Dupačová, Jitka - 2012
Persistent link: https://www.econbiz.de/10009619701
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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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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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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