Project GAP402/10/1610

Journal articles

1. Vácha Lukáš, Baruník Jozef :  Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis , Energy Economics vol.34, 1 (2012), p. 241-247 (2012)
2. Branda M., Kopa Miloš :  DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 106-124 (2012) Download
3. Šmíd Martin :  Probabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 (2012) Download
4. Kopa Miloš :  Measuring of Second-order Stochastic Dominance Portfolio Efficiency , Kybernetika vol.46, 3 (2010), p. 488-500 (2010) Download

Other publications

1. Šmíd Martin :  A Simple Decision Problem of a Market Maker , Mathematical Methods in Economics 2011, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) (2011) Download
2. Kopa Miloš :  Comparison of various approaches to portfolio efficiency , Mathematical Methods in Economics 2011, Mathematical Methods in Economics 2011, (Liptovský Ján, SK, 06.09.2011) (2011) Download
3. Kaňková Vlasta :  Dependent Data in Economic and Financial Problems , Proceedings of the 29th International Conference Mathematical Methods in Economics 2011 , Eds: Dlouhý Martin, Skočdopolová Veronika, 29th International Conference Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) (2011) Download
4. Sladký Karel :  Separable Utility Functions in Dynamic Economic Models , Proceedings of the 29th International Conference Mathematical Methods in Economics , Eds: Dlouhý Martin, Skočdopolová Veronika, 29 mezinárodní konference matematické metody v ekonomii 2011, (Janská Dolina, SK, 06.08.2011-09.08.2011) (2011) Download
5. Veverka Petr :  Backward stochastic differential equations and its application to stochastic control , Stochastic and Physical Monitoring Systems 2010 - Proceedings , Eds: Hobza Tomáš, Stochastic and Physical Monitoring Systems 2010, (Děčín, CZ, 27.06.2010-03.07.2010) (2010) Download
6. Šmíd Martin :  Dynamic model of Loan Portfolio with Lévy Asset Prices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) (2010) Download
7. Báťa Karel, Šmíd Martin :  Equity home bias in the Czech Republic , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) (2010) Download
8. Sladký Karel :  Markov decision chains in discrete- and continuous-time; a unified approach , Quantitative Methods in Economics (Multiple Criteria Decision Making XV) , Eds: Reiff Marian, Quantitative Methods in Economics, Multiple Criteria Decision Making XV, (Smolenice, SK, 06.10.2010-08.10.2010) (2010) Download
9. Kaňková Vlasta :  Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest , Quantitative Methods in Economics (Multiple Criteria Decision Making XV) , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making), (Smolenice, SK, 06.10.2010-08.10.2010) (2010) Download
10. Kaňková Vlasta :  Ramsey Stochastic Model via Multistage Stochastic Programming , 28th International Conference on Mathematical Methods in Economics 2010 , Eds: Houda Michal, Friebelová Jana, 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) (2010) Download