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Stochastic modeling in economics and finance
Dupačová, Jitka (contributor); Hurt, Jan (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10004719679
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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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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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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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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
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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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Approximation and contamination bounds for probabilistic programs
Branda, Martin; Dupačová, Jitka - 2012
Persistent link: https://www.econbiz.de/10009619701