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ORCIDMilos Kopa
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2020 – today
- 2025
[j28]Jana Junová
, Milos Kopa:
Measures of stochastic non-dominance in portfolio optimization. Eur. J. Oper. Res. 321(1): 269-283 (2025)- 2023
- [j27]Zdenek Drábek, Milos Kopa, Matús Maciak, Michal Pesta, Sebastiano Vitali:
Investment disputes and their explicit role in option market uncertainty and overall risk instability. Comput. Manag. Sci. 20(1): 15 (2023) - [j26]Sebastiano Vitali, Milos Kopa, Gabriel E. Giana:
Implied volatility smoothing at COVID-19 times. Comput. Manag. Sci. 20(1): 32 (2023) - [j25]Milos Kopa, Tomás Rusý:
Robustness of stochastic programs with endogenous randomness via contamination. Eur. J. Oper. Res. 305(3): 1259-1272 (2023) - [j24]Milos Kopa, Martin Smíd:
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon. Oper. Res. Lett. 51(2): 133-136 (2023) - 2022
- [j23]Tito Homem-de-Mello, Milos Kopa, David P. Morton:
Special Issue: Topics in Stochastic Programming. Math. Program. 191(1): 1-5 (2022) - 2021
- [j22]Milos Kopa, Tomás Rusý:
A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision. Ann. Oper. Res. 299(1): 241-271 (2021) - 2020
- [j21]Frantisek Zapletal, Martin Smíd, Milos Kopa:
Multi-stage emissions management of a steel company. Ann. Oper. Res. 292(2): 735-751 (2020) - [j20]Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia:
Evaluation of scenario reduction algorithms with nested distance. Comput. Manag. Sci. 17(2): 241-275 (2020)
2010 – 2019
- 2018
- [j19]Milos Kopa, Vittorio Moriggia, Sebastiano Vitali:
Individual optimal pension allocation under stochastic dominance constraints. Ann. Oper. Res. 260(1-2): 255-291 (2018) - [j18]Tomás Rusý, Milos Kopa:
An asset-liability management stochastic program of a leasing company. Kybernetika 54(6): 1247-1263 (2018) - 2017
- [j17]Milos Kopa, Wolfram Wiesemann:
Special issue on the 12th international conference on computational management science. Comput. Manag. Sci. 14(1): 1-4 (2017) - [j16]Sebastiano Vitali, Vittorio Moriggia, Milos Kopa:
Optimal pension fund composition for an Italian private pension plan sponsor. Comput. Manag. Sci. 14(1): 135-160 (2017) - [j15]Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych:
Implied volatility and state price density estimation: arbitrage analysis. Comput. Manag. Sci. 14(4): 559-583 (2017) - [j14]Martin Smíd, Milos Kopa:
Dynamic model of market with uninformed market maker. Kybernetika 53(5): 922-958 (2017) - [j13]Milos Kopa, Barbora Petrová:
Multistage risk premiums in portfolio optimization. Kybernetika 53(6): 992-1011 (2017) - [j12]Thierry Post, Milos Kopa:
Portfolio Choice Based on Third-Degree Stochastic Dominance. Manag. Sci. 63(10): 3381-3392 (2017) - 2016
- [j11]Martin Branda, Milos Kopa:
DEA models equivalent to general Nth order stochastic dominance efficiency tests. Oper. Res. Lett. 44(2): 285-289 (2016) - 2015
- [j10]Thierry Post, Yi Fang, Milos Kopa:
Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance. Manag. Sci. 61(7): 1615-1629 (2015) - [j9]Milos Kopa, Thierry Post:
A general test for SSD portfolio efficiency. OR Spectr. 37(3): 703-734 (2015) - 2014
- [j8]Martin Branda, Milos Kopa:
On relations between DEA-risk models and stochastic dominance efficiency tests. Central Eur. J. Oper. Res. 22(1): 13-35 (2014) - [j7]Jitka Dupacová, Milos Kopa:
Robustness of optimal portfolios under risk and stochastic dominance constraints. Eur. J. Oper. Res. 234(2): 434-441 (2014) - 2013
- [j6]Thierry Post, Milos Kopa:
General linear formulations of stochastic dominance criteria. Eur. J. Oper. Res. 230(2): 321-332 (2013) - 2012
- [j5]Jitka Dupacová, Milos Kopa:
Robustness in stochastic programs with risk constraints. Ann. Oper. Res. 200(1): 55-74 (2012) - 2011
- [c1]Milos Kopa:
Robustness in SSD portfolio efficiency testing. OR 2011: 527-532 - 2010
- [j4]Milos Kopa, Petr Lachout:
Special Issue: Mathematical Methods in Economy and Industry 2009 - the joint Czech-German-Slovak conference. Kybernetika 46(3): 361 (2010) - [j3]Milos Kopa:
Measuring of second-order stochastic dominance portfolio efficiency. Kybernetika 46(3): 488-500 (2010)
2000 – 2009
- 2008
- [j2]Milos Kopa, Petr Chovanec:
A second-order stochastic dominance portfolio efficiency measure. Kybernetika 44(2): 243-258 (2008) - 2007
- [j1]M. Benko, Matthias Fengler, Wolfgang K. Härdle, Milos Kopa:
On extracting information implied in options. Comput. Stat. 22(4): 543-553 (2007)
Coauthor Index
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