Financial Modeling I Miao | 219 | 2012 |
Portfolio choice based on third-degree stochastic dominance T Post, M Kopa Management Science, 2017 | 101 | 2017 |
A second-order stochastic dominance portfolio efficiency measure M Kopa, P Chovanec KYBERNETIKA-PRAHA- 44 (2), 243-258, 2008 | 97 | 2008 |
General linear formulations of stochastic dominance criteria T Post, M Kopa European Journal of Operational Research 230 (2), 321-332, 2013 | 87 | 2013 |
A general test for SSD portfolio efficiency M Kopa, T Post OR spectrum 37, 703-734, 2015 | 80 | 2015 |
Robustness of optimal portfolios under risk and stochastic dominance constraints J Dupačová, M Kopa European Journal of Operational Research 234 (2), 434-441, 2014 | 68 | 2014 |
Robustness in stochastic programs with risk constraints J Dupačová, M Kopa Annals of Operations Research 200 (1), 55-74, 2012 | 65 | 2012 |
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 | 64 | 2009 |
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 | 55 | 2016 |
On extracting information implied in options M Benko, M Fengler, W Härdle, M Kopa Computational Statistics 22 (4), 543-553, 2007 | 53 | 2007 |
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 | 51 | 2014 |
Individual optimal pension allocation under stochastic dominance constraints M Kopa, V Moriggia, S Vitali Annals of Operations Research, 1-37, 2017 | 49 | 2017 |
Linear tests for decreasing absolute risk aversion stochastic dominance T Post, Y Fang, M Kopa Management Science 61 (7), 1615-1629, 2015 | 47 | 2015 |
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 | 44 | 2012 |
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination V Moriggia, M Kopa, S Vitali Omega 87, 127-141, 2019 | 40 | 2019 |
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 |
Measuring of second-order stochastic dominance portfolio efficiency M Kopa Kybernetika 46 (3), 488-500, 2010 | 29 | 2010 |
The risk–return profile of Lithuanian private pension funds A Kabašinskas, K Šutienė, E Valakevičius Economic research-Ekonomska istraživanja 30 (1), 1611-1629, 2017 | 27 | 2017 |
DEA models equivalent to general Nth order stochastic dominance efficiency tests M Branda, M Kopa Operations Research Letters 44 (2), 285-289, 2016 | 26 | 2016 |
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 | 24 | 2012 |