Publikační činnost Katedry financí / Publications of Department of Finance (154): Nedávno přidané
Zobrazují se záznamy 91-100 z 159
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On the use of conditional expectation in portfolio selection problems
(Annals of Operations Research. 2019, vol. 274, issue: 1-2, p. 501-530.) -
Timing portfolio strategies with exponential Levy processes
(Computational Management Science. 2019, vol. 16, issue 1-2, special issue, p. 97-127.) -
Calibration of one-factor and two-factor Hull-White models using swaptions
(Computational Management Science. 2019, vol. 16, issue 1-2, special issue, p. 275-295.) -
Some reflections on past and future of nonlinear dynamics in economics and finance
(Decisions in Economics and Finance. 2018, vol. 41, issue 2, special issue, p. 91-118.) -
A novel hybrid fuzzy DEA-Fuzzy MADM method for airlines safety evaluation
(Journal of Air Transport Management. 2018, vol. 73, p. 134-149.) -
Diversification versus optimality: is there really a diversification puzzle?
(Applied Economics. 2018, vol. 50, issue 43, p. 4671-4693.) -
DG framework for pricing European options under one-factor stochastic volatility models
(Journal of Computational and Applied Mathematics. 2018, vol. 344, p. 585-600.) -
Robust and sparse banking network estimation
(European Journal of Operational Research. 2018, vol. 270, issue 1, p. 51-65.) -
Is higher government efficiency conducive to improving energy use efficiency? Evidence from OECD countries
(Economic Modelling. 2018, vol. 72, p. 65-77.) -
Polynomial alias higher degree fuzzy transform of complex-valued functions
(Fuzzy Sets and Systems. 2018, vol. 342, p. 1-31.)