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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Dupačová, Jitka"
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Dupačová, Jitka
9
Bertocchi, Marida
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Kozmík, Václav
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Branda, Martin
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Consigli, G.
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OR spectrum : quantitative approaches in management
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1
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
Saved in:
2
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
Saved in:
3
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
4
Robustness in stochastic programs with risk constraints
Dupačová, Jitka
;
Kopa, Milos
-
2012
Persistent link: https://www.econbiz.de/10009688667
Saved in:
5
Approximation and contamination bounds for probabilistic programs
Branda, Martin
;
Dupačová, Jitka
-
2012
Persistent link: https://www.econbiz.de/10009619701
Saved in:
6
Asset-liability management for Czech pension funds using stochastic programming
Dupačová, Jitka
;
Polívka, Jan
-
2009
Persistent link: https://www.econbiz.de/10003811655
Saved in:
7
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
Saved in:
8
Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J.
;
Bertocchi, Marida
;
Dupačová, Jitka
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2233-2263
Persistent link: https://www.econbiz.de/10003522905
Saved in:
9
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
Saved in:
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