| International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions A Kresta, T Tichy Finance a Uver 62 (2), 141, 2012 | 243 | 2012 |
| Financial Modeling I Miao | 219 | 2012 |
| Finanční modely Z Zmeškal, T Tichý, J Hančlová Ekopress, 2004 | 180 | 2004 |
| Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick S Barak, JH Dahooie, T Tichý Expert Systems with Applications 42 (23), 9221-9235, 2015 | 84 | 2015 |
| Financial models Z Zmeškal, D Dluhošová, T Tichý VSB-Technical University, Faculty of Economics, 2004 | 77 | 2004 |
| Two alternative approaches for selecting performance measures in data envelopment analysis M Toloo, T Tichý Measurement 65, 29-40, 2015 | 76 | 2015 |
| A smoothing filter based on fuzzy transform M Holčapek, T Tichý Fuzzy sets and systems 180 (1), 69-97, 2011 | 42 | 2011 |
| Lévy Processes in Finance: Selected applications with theoretical background T Tichý VŠB-TU Ostrava, 2011 | 42 | 2011 |
| Simulace Monte Carlo ve financích: Aplikace při ocenění jednoduchých opcí T Tichý VŠB-TU Ostrava, 2010 | 30 | 2010 |
| Lattice Models: Pricing and Hedging at (in) complete Markets T Tichý VŠB-Technical University of Ostrava, 2008 | 30 | 2008 |
| Finanční modely: koncepty, metody, aplikace Z Zmeškal, D Dluhošová, T Tichý Ekopress, 2013 | 29 | 2013 |
| Financial modeling M Kopa, R D'Ecclesia, T Tichy Finance a Uver-Czech Journal of Economics and Finance 62 (2), 104-105, 2012 | 29 | 2012 |
| Network tail risk estimation in the European banking system G Torri, R Giacometti, T Tichý Journal of Economic Dynamics and Control 127, 104125, 2021 | 27 | 2021 |
| Finanční deriváty: typologie finančních derivátů, podkladové procesy, oceňovací modely T Tichý VŠB-Technická univerzita Ostrava, 2006 | 24 | 2006 |
| DG method for numerical pricing of multi-asset Asian options—the case of options with floating strike J Hozman, T Tichý Applications of Mathematics 62 (2), 171-195, 2017 | 23 | 2017 |
| On the impact of semidefinite positive correlation measures in portfolio theory S Ortobelli, T Tichý Annals of Operations Research 235, 625-652, 2015 | 23 | 2015 |
| Concordance measures and second order stochastic dominance-portfolio efficiency analysis M Kopa Technická univerzita v Liberci, 2012 | 22 | 2012 |
| Theoretical and practical motivations for the use of the moving average rule in the stock market N Kouaissah, D Orlandini, S Ortobelli, T Tichý IMA Journal of Management Mathematics 31 (1), 117-138, 2020 | 20 | 2020 |
| Portfolio selection strategy for fixed income markets with immunization on average S Ortobelli, S Vitali, M Cassader, T Tichý Annals of Operations Research 260, 395-415, 2018 | 20 | 2018 |
| Posouzení odhadu měnového rizika portfolia pomocí Lévyho modelů T Tichý Vysoká škola ekonomická v Praze, 2010 | 18 | 2010 |
