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Kopa, M.
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Cited by
Cited by
Year
Financial Modeling
I Miao
2192012
Portfolio choice based on third-degree stochastic dominance
T Post, M Kopa
Management Science, 2017
1012017
A second-order stochastic dominance portfolio efficiency measure
M Kopa, P Chovanec
KYBERNETIKA-PRAHA- 44 (2), 243-258, 2008
972008
General linear formulations of stochastic dominance criteria
T Post, M Kopa
European Journal of Operational Research 230 (2), 321-332, 2013
872013
A general test for SSD portfolio efficiency
M Kopa, T Post
OR spectrum 37, 703-734, 2015
802015
Robustness of optimal portfolios under risk and stochastic dominance constraints
J Dupačová, M Kopa
European Journal of Operational Research 234 (2), 434-441, 2014
682014
Robustness in stochastic programs with risk constraints
J Dupačová, M Kopa
Annals of Operations Research 200 (1), 55-74, 2012
652012
A portfolio optimality test based on the first-order stochastic dominance criterion
M Kopa, T Post
Journal of Financial and Quantitative Analysis 44 (5), 1103-1124, 2009
642009
Antiplatelet efficacy of P2Y12 inhibitors (prasugrel, ticagrelor, clopidogrel) in patients treated with mild therapeutic hypothermia after cardiac arrest due to acute …
F Bednar, J Kroupa, M Ondrakova, P Osmancik, M Kopa, Z Motovska
Journal of thrombosis and thrombolysis 41, 549-555, 2016
552016
On extracting information implied in options
M Benko, M Fengler, W Härdle, M Kopa
Computational Statistics 22 (4), 543-553, 2007
532007
On relations between DEA-risk models and stochastic dominance efficiency tests
M Branda, M Kopa
Central European Journal of Operations Research 22, 13-35, 2014
512014
Individual optimal pension allocation under stochastic dominance constraints
M Kopa, V Moriggia, S Vitali
Annals of Operations Research, 1-37, 2017
492017
Linear tests for decreasing absolute risk aversion stochastic dominance
T Post, Y Fang, M Kopa
Management Science 61 (7), 1615-1629, 2015
472015
DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices.
M Branda, M Kopa
Finance a Uver: Czech Journal of Economics & Finance 62 (2), 2012
442012
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
V Moriggia, M Kopa, S Vitali
Omega 87, 127-141, 2019
402019
Financial modeling
M Kopa, R D'Ecclesia, T Tichy
Finance a Uver-Czech Journal of Economics and Finance 62 (2), 104-105, 2012
292012
Measuring of second-order stochastic dominance portfolio efficiency
M Kopa
Kybernetika 46 (3), 488-500, 2010
292010
The risk–return profile of Lithuanian private pension funds
A Kabašinskas, K Šutienė, E Valakevičius
Economic research-Ekonomska istraživanja 30 (1), 1611-1629, 2017
272017
DEA models equivalent to general Nth order stochastic dominance efficiency tests
M Branda, M Kopa
Operations Research Letters 44 (2), 285-289, 2016
262016
Evaluation of Aspirin's Effect on Platelet Function Early After Coronary Artery Bypass Grafting
F Bednar, T Tencer, P Plasil, Z Paluch, L Sadilkova, M Prucha, M Kopa
Journal of Cardiothoracic and Vascular Anesthesia 26 (4), 575-580, 2012
242012
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