BUCCELLA, Domenico; FANTI, Luciano; GORI, Luca and SODINI, Mauro. The abatement game in a dynamic oligopoly: social welfare versus profits.
Annals of Operations Research. 2024, Vol. 337, no. 3, p. 1037-1065. ISSN 0254-5330.
Detail COMMENDATORE, P.; KUBIN, I.; SODINI, Mauro and SUSHKO, Iryna. The impact of pollution on the dynamics of industry location and residence choice.
Annals of Operations Research. 2024, Vol. 337, no. 3, p. 739-768. ISSN 0254-5330.
Detail RADI, Davide; GARDINI, Laura and GOLDBAUM, David. A robust route to randomness in a simple Cournot duopoly game where ambiguity aversion meets constant expectations.
Annals of Operations Research. 2024, Vol. 337, no. 3, p. 769-807. ISSN 0254-5330.
Detail BUCCELLA, Domenico; FANTI, Luciano; GORI, Luca and SODINI, Mauro. Corporate social responsibility and network externalities: a game-theoretic approach.
Annals of Operations Research. 2024, Vol. 337, no. 3, p. 835-871. ISSN 0254-5330.
Detail ANTOCI, Angelo; BORGHESI, Simone; GALDI, Giulio; SODINI, Mauro and TICCI, Elisa. Maladaptation in an unequal world: an evolutionary model with heterogeneous agents.
Annals of Operations Research. 2024, Vol. 337, no. 3, p. 1089-1110. ISSN 0254-5330.
Detail HOZMAN, Jiri; TICHÝ, Tomáš and DVOŘÁČKOVÁ, Hana. Valuation of mining projects under dynamic model framework.
Annals of Operations Research. 2024, Vol. 337, no. 3, p. 1167-1204. ISSN 0254-5330.
Detail TORRI, Gabriele; GIACOMETTI, Rosella and PATERLINI, Sandra. Penalized enhanced portfolio replication with asymmetric deviation measures.
Annals of Operations Research. 2024, Vol. 332, no. 1-3, p. 481-531. ISSN 0254-5330.
Detail KRESTA, Aleš; XIONG, Jialei and MAIDIYA, Bahate. Sentiment and Stock Characteristics: Comprehensive Study of Individual Investor Influence on Returns, Volatility, and Trading Volumes. Online.
Business Systems Research Journal. 2024, Vol. 15, no. 2, p. 67-82. ISSN 1847-8344. Available from:
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Detail KRESTOVÁ, Terezie; KRESTA, Aleš and BESTOVÁ, Lucie. Age Management Practices and Benefits in Organisation: An Evaluation of the Effect of Economic Sector, Organisation Size, and Family Business Status. Online.
Business Systems Research Journal. 2024, Vol. 15, no. 2, p. 83-99. ISSN 1847-8344. Available from:
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Detail RIAHIFAR, Aida; TAREGHIAN, Hamed Reza; SALEHNIA, Narges; TICHÝ, Tomáš and BASTANI, Mahdi. Modelling OPEC profit based on economics and political variables.
Energy Systems. 2024, Vol. 15, no. 3, p. 1105-1125. ISSN 1868-3967.
Detail BUCCELLA, Domenico; FANTI, Luciano; GORI, Luca and SODINI, Mauro. Green subsidies as strategic trade policy tools.
Environmental Economics and Policy Studies. 2024, Vol. 26, no. 4, p. 741-757. ISSN 1432-847X.
Detail HOCINE, Amin; KOUAISSAH, Noureddine; ORTOBELLI, Sergio Lozza and AOUAM, Tarik. Modelling De novo programming within Simon's satisficing theory: Methods and application in designing an optimal offshore wind farm location system.
European Journal of Operational Research. 2024, Vol. 315, no. 1, p. 289-306. ISSN 0377-2217.
Detail BARAK, Sasan; JAVANMARD, Shima and MOGHDANI, Reza. Dual resource constrained flexible job shop scheduling with sequence-dependent setup time.
Expert Systems. 2024, Vol. 41, no. 10, p. e13669. ISSN 0266-4720.
Detail GAO, Qian and KRESTA, Aleš. Empirical Study of Multi-Objective Risk Portfolio Optimization Based on NSGA-II.
Finanse i Prawo Finansowe = Journal of Finance and Financial Law. 2024, no. Special Issue, p. 61-75. ISSN 2391-6478.
Detail ANUFRIEV, Mikhail; DUFFY, John and PANCHENKO, Valentyn. Individual evolutionary learning in repeated beauty contest games.
Journal of Economic Behavior and Organization. 2024, Vol. 218, no. February, p. 550-567. ISSN 0167-2681.
Detail LANDO, Tommaso; ARAB, Idir and OLIVEIRA, Paulo Eduardo. Nonparametric inference about increasing odds rate distributions.
Journal of Nonparametric Statistics. 2024, Vol. 36, no. 2, p. 435-454. ISSN 1048-5252.
Detail GORI, Luca; PURIFICATO, Francesco and SODINI, Mauro. Green quality choice in a duopoly.
Metroeconomica. 2024, Vol. 75, no. 4, p. 438-474. ISSN 0026-1386.
Detail GARDINI, Laura; RADI, Davide; SCHMITT, Noemi; SUSHKO, Iryna and WESTERHOFF, Frank. Bifurcation structures of a two-dimensional piecewise linear discontinuous map: analysis of a cobweb model with regime-switching expectations.
Nonlinear Dynamics. 2024, Vol. 112, no. 17, p. 15601-15620. ISSN 0924-090X.
Detail MIROSHNIKOV, A.I. and TICHÝ, Tomáš. A new species of the genus Pseudogaurotina Plavilstshikov, 1958 (Coleoptera: Cerambycidae: Lepturinae: Rhagiini) from South Korea.
Russian Entomological Journal. 2024, Vol. 33, no. 2, p. 214-219. ISSN 0132-8069.
Detail HOSSEINZADEH, Mohammad Mehdi; ORTOBELLI, Sergio Lozza; LOTFI, Farhad Hosseinzadeh and MORIGGIA, Vittorio. Portfolio optimization with asset preselection using data envelopment analysis. Online.
Central European Journal of Operations Research. 2023, Vol. 31, no. 1, p. 287-310. ISSN 1435-246X. Available from:
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Detail ANUFRIEV, Mikhail; TICHÝ, Tomáš; LAMANTIA, Fabio Giovanni and RADI, Davide. An asset pricing model with accuracy-driven evolution of heterogeneous expectations.
Communications in Nonlinear Science and Numerical Simulation. 2023, Vol. 117, no. February, p. 106975. ISSN 1007-5704.
Detail PURIFICATO, F. and SODINI, Mauro. Debt stabilisation and dynamic interaction between monetary and fiscal policy: In medio stat virtus.
Communications in Nonlinear Science and Numerical Simulation. 2023, Vol. 118, no. April, p. 106980. ISSN 1007-5704.
Detail TORRI, Gabriele and GIACOMETTI, Rosella. Financial contagion in banking networks with community structure.
Communications in Nonlinear Science and Numerical Simulation. 2023, Vol. 117, no. February, p. 106924. ISSN 1007-5704.
Detail CARAVAGGIO, Andrea and SODINI, Mauro. Environmental sustainability, nonlinear dynamics and chaos reloaded: 0 matters!.
Communications in Nonlinear Science and Numerical Simulation. 2023, Vol. 117, no. February, p. 106908. ISSN 1007-5704.
Detail BRANŽOVSKÝ, Jiří. How has the Federal Reserve System been affecting the S&P 500’ performance? .
Ekonomická revue - Central European Review of Economics Issues. 2023, Vol. 26, no. 2023, p. 75-86. ISSN 1212-3951.
Detail ZMEŠKAL, Zdeněk; DLUHOŠOVÁ, Dana; LISZTWANOVÁ, Karolina; PONČÍK, Antonín and RATMANOVÁ, Iveta. Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. Online.
Forecasting. 2023, Vol. 5, no. 2, p. 453-471. ISSN 2571-9394. Available from:
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Detail DVOŘÁČKOVÁ, Hana; TICHÝ, Tomáš and JOCHEC, M.. How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets-Experimental Finance Evidence.
Journal of Behavioral Finance. 2023, Vol. 24, no. 3, p. 290-302. ISSN 1542-7560.
Detail GARDINI, Laura and RADI, Davide. Border collision bifurcations in a piecewise linear duopoly model.
Journal of Difference Equations and Applications. 2023, Vol. 29, no. 9-12, p. 1065-1093. ISSN 1023-6198.
Detail ANUFRIEV, Mikhail; BORISSOV, Kirill and PAKHNIN, Mikhail. Dissonance minimization and conversation in social networks.
Journal of Economic Behavior and Organization. 2023, Vol. 215, no. November, p. 167-191. ISSN 0167-2681.
Detail GIACOMETTI, Rosella; TORRI, Gabriele; RUJIRARANGSAN, Kamonchai and CAMELETTI, Michela. Spatial Multivariate GARCH Models and Financial Spillovers. Online.
Journal of Risk and Financial Management. 2023, Vol. 16, no. 9, p. 397. ISSN 1911-8066. Available from:
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Detail LANDO, Tommaso; ARAB, Idir and OLIVEIRA, Paulo Eduardo. Transform orders and stochastic monotonicity of statistical functionals.
Scandinavian Journal of Statistics. 2023, Vol. 50, no. 3, p. 1183-1200. ISSN 0303-6898.
Detail LANDO, Tommaso. Testing departures from the increasing hazard rate property.
Statistics and Probability Letters. 2023, Vol. 193, no. February, p. 109736. ISSN 0167-7152.
Detail KOREŇOVÁ, L.; GURNÝ, Petr; HVORECKÝ, J.; LŮŽEK, Petr and ROZEHNAL, Petr. Virtual Reality Retooling Humanities Courses: Finance and Marketing Experience at a Czech University. Online.
Applied Sciences. 2022, Vol. 12, no. 19. ISSN 2076-3417. Available from:
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Detail BAIARDI, Lorenzo Cerboni and LAMANTIA, Fabio Giovanni. Oligopoly dynamics with isoelastic demand: The joint effects of market saturation and strategic delegation.
Chaos, Solitons & Fractals. 2022, Vol. 158, no. May, p. 112057. ISSN 0960-0779.
Detail CARAVAGGIO, Andrea; GORI, Luca and SODINI, Mauro. Endogenous preferences in a dynamic Cournot duopoly.
Chaos, Solitons & Fractals. 2022, Vol. 161, no. August, p. 112303. ISSN 0960-0779.
Detail KOUAISSAH, Noureddine; ORTOBELLI, Sergio Lozza and JEBABLI, Ikram. Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach.
Computational Economics. 2022, Vol. 60, no. 3, p. 833-859. ISSN 0927-7099.
Detail DLUHOŠOVÁ, Dana; LISZTWANOVÁ, Karolina; PONČÍK, Antonín; RATMANOVÁ, Iveta and ZMEŠKAL, Zdeněk. Dynamic and Static Decomposition Analysis of the Czech Automotive Production Sector.
European Research Studies Journal. 2022, Vol. XXV, no. 3, p. 84-95. ISSN 1108-2976.
Detail TICHÝ, Tomáš; NGUYEN, Linh; HOLCAPEK, Michal; KRESTA, Aleš and DVOŘÁČKOVÁ, Hana. Quarterly sales analysis using linguistic fuzzy logic with weather data.
Expert Systems with Applications. 2022, Vol. 203, no. 1, p. 117345. ISSN 0957-4174.
Detail KOPA, Miloš; KABAŠINSKAS, Audrius and ŠUTIENĖ, Kristina. A stochastic dominance approach to pension-fund selection.
IMA Journal of Management Mathematics. 2022, Vol. 33, no. 1, p. 139-160. ISSN 1471-678X.
Detail DLUHOŠOVÁ, Dana; POREMSKI, Jan; PONČÍK, Antonín and ZMEŠKAL, Zdeněk. Estimation Cost of Equity under Small Open Integrated Economy.
International Journal of Entrepreneurship. 2022, Vol. 26, no. 2, p. 1-7. ISSN 1099-9264.
Detail ZMEŠKAL, Zdeněk; DLUHOŠOVÁ, Dana; GURNÝ, Petr and GUO, Haochen. Soft Bond Game Options Valuation in Discrete Time Using a Fuzzy-Stochastic Approach.
International Journal of Fuzzy Systems. 2022, Vol. 24, no. 5, p. 2215–2228. ISSN 1562-2479.
Detail ANTOCI, Angelo; SABATINI, Fabio; SACCO, Pier Luigi and SODINI, Mauro. Experts vs. policymakers in the COVID-19 policy response.
Journal of Economic Behavior and Organization. 2022, Vol. 201, no. September, p. 22-39. ISSN 0167-2681.
Detail GARDINI, L; RADI, Davide; SCHMITT, N; SUSHKO, I and WESTERHOFF, F. Causes of fragile stock market stability.
Journal of Economic Behavior and Organization. 2022, Vol. 200, no. 1, p. 483-498. ISSN 0167-2681.
Detail GARDINI, L.; RADI, Davide; SCHMITT, N.; SUSHKO, I. and WESTERHOFF, F.. Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions.
Journal of Economic Dynamics and Control. 2022, Vol. 145, no. 104545. ISSN 0165-1889.
Detail CARAVAGGIO, A. and SODINI, Mauro. Local environmental quality and heterogeneity in an OLG agent-based model with spatial externalities. Online.
Journal of Economic Interaction and Coordination. 2022, Vol. 17, no. 1, p. 287-317. ISSN 1860-711X. Available from:
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Detail BISCHI, G.I. and LAMANTIA, Fabio Giovanni. Evolutionary oligopoly games with cooperative and aggressive behaviors.
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Detail TICHÝ, Tomáš; RADI, Davide and LAMANTIA, Fabio Giovanni. Hybrid evolutionary oligopolies and the dynamics of corporate social responsibility.
Journal of Economic Interaction and Coordination. 2022, Vol. 17, no. 1, p. 87-114. ISSN 1860-711X.
Detail GORI, Luca; MANFREDI, Piero; MARSIGLIO, Simone and SODINI, Mauro. COVID-19 epidemic and mitigation policies: Positive and normative analyses in a neoclassical growth model. Online.
Journal of Public Economic Theory. 2022, Vol. 24, no. 5, p. 968-992. ISSN 1097-3923. Available from:
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Detail LANDO, Tommaso; ARAB, Idir and OLIVEIRA, Paulo Eduardo. Properties of increasing odds rate distributions with a statistical application.
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Detail CARAVAGGIO, Andrea; GORI, Luca and SODINI, Mauro. Monopolistic Dynamics with Endogenous Product Differentiation. Online.
Mathematics. 2022, Vol. 10, no. 3. ISSN 2227-7390. Available from:
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Detail GARDINI, L.; RADI, Davide; SCHMITT, N.; SUSHKO, I. and WESTERHOFF, F.. Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map.
SIAM Journal on Applied Dynamical Systems. 2022, Vol. 21, no. 4, p. 2314-2337. ISSN 1536-0040.
Detail LANDO, Tommaso. Testing convexity of the generalised hazard function.
Statistical Papers. 2022, Vol. 63, no. 4, p. 1271-1289. ISSN 0932-5026.
Detail ARAB, Idir; LANDO, Tommaso and OLIVEIRA, Paulo Eduardo. Comparison of Lp-quantiles and related skewness measures.
Statistics and Probability Letters. 2022, Vol. 183, no. April, p. Article number 109339. ISSN 0167-7152.
Detail HOZMAN, Jiri and TICHÝ, Tomáš. Option valuation under the VG process by a DG method.
Applications of Mathematics. 2021, Vol. 66, no. 6, p. 857-886. ISSN 0862-7940.
Detail CARAVAGGIO, A.; CERBONI, Baiardi L. and SODINI, Mauro. A note on symmetry breaking in a non linear marketing model.
Decisions in Economics and Finance. 2021, Vol. 44, no. 2, p. 507-531. ISSN 1593-8883.
Detail WU, Xiaojuan; DLUHOŠOVÁ, Dana and ZMEŠKAL, Zdeněk. Corporate Social Responsibility and Profitability: The Moderating Role of Firm Type in Chinese Appliance Listed Companies. Online.
ENERGIES. 2021, Vol. 14, no. 1. ISSN 1996-1073. Available from:
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Detail DOMINGUEZ MARTIN, Maria Ruth and VITALI, S.. Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources.
Energy. 2021, Vol. 227, no. 1. ISSN 0360-5442.
Detail ANTOCI, Angelo; BORGHESI, Simone; IANNUCCI, Gianluca and SODINI, Mauro. Should I stay or should I go? Carbon leakage and ETS in an evolutionary model.
Energy Economics. 2021, Vol. 103, no. November. ISSN 0140-9883.
Detail MALAVASI, M.; ORTOBELLI, Sergio Lozza and TRÜCK, S.. Second order of stochastic dominance efficiency vs mean variance efficiency.
European Journal of Operational Research. 2021, Vol. 290, no. 3, p. 1192-1206. ISSN 0377-2217.
Detail TICHÝ, Tomáš and LIN, M.-Y.. Description Of Two New Species Of Cerambycidae (Coleoptera) From Northwestern Yunnan (China).
Far Eastern Entomologist. 2021, Vol. 424, no. 1, p. 1-13. ISSN 1026-051X.
Detail KOUAISSAH, Noureddine and ORTOBELLI, Sergio Lozza. Multivariate stochastic dominance applied to sector-based portfolio selection.
IMA Journal of Management Mathematics. 2021, Vol. 32, no. 2, p. 139-160. ISSN 1471-678X.
Detail GUO, Haochen. Impact of Chinese ADRs: Case study of MAPPAC method analysing China dual listing companies in the US equity market.
International Journal of Economics and Business Research. 2021, Vol. 22, no. 1, p. 21-37. ISSN 1756-9850.
Detail GUO, Haochen. Data envelopment analysis of the impact and performance of China stock market’s global integration: Empirical analysis of MSCI China.
International Journal of Monetary Economics and Finance. 2021, Vol. 14, no. 3, p. 212-232. ISSN 1752-0479.
Detail BARAK, Sasan; MOGHDANI, Reza and MAGHSOUDLOU, Hamidreza. Energy-efficient multi-objective flexible manufacturing scheduling.
Journal of Cleaner Production. 2021, Vol. 283, no. 124610, p. 1-14. ISSN 0959-6526.
Detail TORRI, Gabriele; GIACOMETTI, Rosella and TICHÝ, Tomáš. Network tail risk estimation in the European banking system.
Journal of Economic Dynamics and Control. 2021, Vol. 127, no. June, p. 104125. ISSN 0165-1889.
Detail DVOŘÁČKOVÁ, Hana; FENG, Xiaoshan; GUAN, Biwei and TICHÝ, Tomáš. Global warming and (Insured) losses from natural catastrophes.
Journal of Environmental Protection and Ecology. 2021, Vol. 22, no. 5, p. 1888-1902. ISSN 1311-5065.
Detail RADI, Davide; LAMANTIA, Fabio Giovanni and ITALO, Bischi G.. OFFSHORING, RESHORING, UNEMPLOYMENT, AND WAGE DYNAMICS IN A TWO-COUNTRY EVOLUTIONARY MODEL.
Macroeconomic Dynamics. 2021, Vol. 25, no. 3, p. 705-732. ISSN 1365-1005.
Detail GIACOMETTI, Rosella; TORRI, Gabriele and PATERLINI, Sandra. Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models.
Quantitative Finance. 2021, Vol. 21, no. 2, p. 243-261. ISSN 1469-7688.
Detail RADI, Davide; HOANG, V.P.; TORRI, Gabriele and DVOŘÁČKOVÁ, Hana. A revised version of the Cathcart & El-Jahel model and its application to CDS market. Online.
Rivista di Matematica per le Scienze Economiche e Sociali. 2021, Vol. 44, no. 2, p. 669-705. ISSN 1593-8883. Available from:
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Statistics. 2021, Vol. 55, no. 3, p. 561-579. ISSN 0233-1888.
Detail LANDO, Tommaso. A test for the increasing log-odds rate family.
Statistics and Probability Letters. 2021, Vol. 170, no. 170. ISSN 0167-7152.
Detail RADI, Davide; SORINI, Laerte and STEFANINI, Luciano. On the Numerical Solution of Ordinary, Interval and Fuzzy Differential Equations by Use of F-Transform.
Axioms. 2020, Vol. 9, no. 1, p. 15. ISSN 2075-1680.
Detail KRESTA, Aleš and WANG, Anlan. Portfolio Optimization Efficiency Test Considering Data Snooping Bias. Online.
Business Systems Research Journal. 2020, Vol. 11, no. 2, p. 73-85. ISSN 1847-8344. Available from:
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Detail DERCOLE, Fabio and RADI, Davide. Does the "uptick rule" stabilize the stock market? Insights from adaptive rational equilibrium dynamics.
Chaos, Solitons & Fractals. 2020, Vol. 130, no. 1, p. 109426. ISSN 0960-0779.
Detail KOUAISSAH, Noureddine and HOCINE, Amine. Optimizing sustainable and renewable energy portfolios using a fuzzy interval goal programming approach.
Computers and Industrial Engineering. 2020, Vol. 144, no. June, p. 106448. ISSN 0360-8352.
Detail KOUAISSAH, Noureddine and ORTOBELLI, Sergio Lozza. Multivariate Stochastic Dominance: A Parametric Approach.
Economics Bulletin. 2020, Vol. 40, no. 2, p. 1380-1387. ISSN 1545-2921.
Detail RICHTAROVÁ, Dagmar; PTÁČKOVÁ, Barbora and BOROVCOVÁ, Martina. Evaluation of the performance of sectors according to EVA: The case of the Czech Republic. Online.
Ekonomická revue - Central European Review of Economics Issues. 2020, Vol. 23, no. 1, p. 17-30. ISSN 1212-3951. Available from:
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Detail HARIRI-ARDEBILI, Mohammad Amin and BARAK, Sasan. A series of forecasting models for seismic evaluation of dams based on ground motion meta-features.
Engineering Structures. 2020, Vol. 203, no. January, p. 109657. ISSN 0141-0296.
Detail KOUAISSAH, Noureddine; HOCINE, Amine; ZHUANG, Zhengyun and LI, Derchiang. Weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) for supporting renewable energy site selection decisions.
European Journal of Operational Research. 2020, Vol. 285, no. 2, p. 642-653. ISSN 0377-2217.
Detail KOUAISSAH, Noureddine; ORLANDINI, D.; ORTOBELLI, Sergio Lozza and TICHÝ, Tomáš. Theoretical and practical motivations for the use of the moving average rule in the stock market.
IMA Journal of Management Mathematics. 2020, Vol. 31, no. 1, p. 117-138. ISSN 1471-678X.
Detail BARAK, Sasan and JAVANMARD, Shima. Outsourcing modelling using a novel interval-valued fuzzy quantitative strategic planning matrix (QSPM) and multiple criteria decision-making (MCDMs).
International Journal of Production Economics. 2020, Vol. 222, no. April, p. 107494. ISSN 0925-5273.
Detail HARTING, P. and RADI, Davide. Residential segregation: The role of inequality and housing subsidies.
Journal of Economic Behavior and Organization. 2020, Vol. 178, no. 1, p. 801-819. ISSN 0167-2681.
Detail BALLESTRA, Luca Vincenzo; PACELLI, Graziella and RADI, Davide. Modeling CDS spreads: A comparison of some hybrid approaches.
Journal of Empirical Finance. 2020, Vol. 57, no. 1, p. 107-124. ISSN 0927-5398.
Detail TICHÝ, Tomáš and HOZMAN, J.. Pricing of options on european CO2 allowance futures using discontinous Galerkin method.
Journal of Environmental Protection and Ecology. 2020, Vol. 21, no. 5, p. 1639-1645. ISSN 1311-5065.
Detail HOZMAN, Jiri and TICHÝ, Tomáš. The discontinuous Galerkin method for discretely observed Asian options.
Mathematical Methods in the Applied Sciences. 2020, Vol. 43, no. 13, p. 7726-7746. ISSN 0170-4214.
Detail ANUFRIEV, M.; GARDINI, L. and RADI, Davide. Chaos, border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents.
Nonlinear Dynamics. 2020, Vol. 102, no. 2, p. 993-1017. ISSN 0924-090X.
Detail KOUAISSAH, Noureddine and HOCINE, Amine. XOR analytic hierarchy process and its application in the renewable energy sector.
Omega. 2020, Vol. 97, no. december, p. 102082. ISSN 0305-0483.
Detail LIN, Meiying and TICHÝ, Tomáš. Description of the twelfth species of the genus Thermistis Pascoe, 1867 (Coleoptera: Cerambycidae: Lamiinae: Saperdini).
Zootaxa. 2020, Vol. 4750, no. 1, p. 147-150. ISSN 1175-5326.
Detail BOROVCOVÁ, Martina and FOLVARSCHI, Zuzana. PERFORMANCE INDICATORS ASSESSMENT OF INSURANCE COMPANIES IN NON-LIFE INSURANCE BY APPLYING DECOMPOSITION MULTI-CRITERIA METHODS. Online.
Acta academica karviniensia. 2019, Vol. XIX, no. 4, p. 5-17. ISSN 1212-415X. Available from:
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Detail ORTOBELLI, Sergio Lozza; KOUAISSAH, Noureddine and TICHÝ, Tomáš. On the use of conditional expectation in portfolio selection problems.
Annals of Operations Research. 2019, Vol. 274, no. 1-2, p. 501-530. ISSN 0254-5330.
Detail HOZMAN, J.; TICHÝ, Tomáš and VLASÁK, M.. DG Method for Pricing European Options under Merton Jump-Diffusion Model.
Applications of Mathematics. 2019, Vol. 64, no. 5, p. 501-530. ISSN 0862-7940.
Detail KRESTA, Aleš and TICHÝ, Tomáš. On the impact of distributional assumptions for operational risk modelling.
Chimica Oggi. 2019, Vol. 37, no. 1, p. 39-43. ISSN 0392-839X.
Detail RUSSO, V. and TORRI, Gabriele. Calibration of one-factor and two-factor Hull-White models using swaptions.
Computational Management Science. 2019, Vol. 16, no. 1-2, p. 275-295. ISSN 1619-697X.
Detail ORTOBELLI, Sergio Lozza; ANGELELLI, E. and NDOCI, A.. Timing portfolio strategies with exponential Lévy processes.
Computational Management Science. 2019, Vol. 16, no. 1-2, p. 97-127. ISSN 1619-697X.
Detail TORRI, Gabriele; GIACOMETTI, Rosella and PATERLINI, S.. Sparse precision matrices for minimum variance portfolios.
Computational Management Science. 2019, Vol. 16, no. 3, p. 375-400. ISSN 1619-697X.
Detail NOVOTNÁ, Martina. Modelling of Rating Downgrades Based on Multiple Failure-Time Data. Online.
Ekonomická revue. 2019, Vol. 22, no. 2, p. 45-56. ISSN 1212-3951. Available from:
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Detail LANDO, Tommaso; STANÍČKOVÁ, Michaela and FRANEK, Jiří. Parametric families for the Lorenz curve: An analysis of income distribution in the European countries. Online.
Ekonomická revue - Central European Review of Economics Issues. 2019, Vol. 21, no. 2, p. 51-60. ISSN 1212-3951. Available from:
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Detail LISZTWANOVÁ, Karolina and RATMANOVÁ, Iveta. Assessment of Factors Affecting Corporate Income Tax of Selected Sectors in the Czech Republic. Online.
Ekonomická revue - Central European Review of Economics Issues. 2019, Vol. 22, no. 2, p. 57-66. ISSN 1212-3951. Available from:
https://www.ekf.vsb.cz/cerei/cs/archiv/rocnik-22/index.html.
Detail BRANŽOVSKÝ, Jiří and NOVOTNÝ, Josef. Influence of the macroeconomic variables to the stock markets: Case for China and India.
Ekonomická revue - Central European Review of Economics Issues. 2019, Vol. 22, no. 2019, p. 67-76. ISSN 1212-3951.
Detail BOROVCOVÁ, Martina and ŠPAČKOVÁ, Adéla. Determination and Verification of the Key Assessment Indicators for the Insurance Market by Applying the Decomposition Multi-attribute Methods and Regression Analysis. Online.
Financial Assets and Investing. 2019, Vol. 10/1/2019, no. 1/2019, p. 5-24. ISSN 1804-5081. Available from:
https://journals.muni.cz/fai/article/view/12527/10862.
Detail BERTOLI-BARSOTTI, L. and LANDO, Tommaso. How mean rank and mean size may determine the generalised Lorenz curve: With application to citation analysis.
Journal of Informetrics. 2019, Vol. 13, no. 1, p. 387-396. ISSN 1751-1577.
Detail MORIGGIA, Vittorio; KOPA, Miloš and VITALI, Sebastiano. Pension fund management with hedging derivatives, stochastic dominance and nodal contamination.
Omega. 2019, Vol. 87, no. 1, p. 127-141. ISSN 0305-0483.
Detail DVOŘÁČKOVÁ, Hana; JOCHEC, M. and TICHÝ, Tomáš. Disposition effect in currency trading: An evidence from experimental student games. Online.
Revista de Cercetare si Interventie Sociala. 2019, Vol. 64, no. 2, p. 246-261. ISSN 1583-3410. Available from:
https://www.rcis.ro/images/documente/rcis64_20.pdf.
Detail GIOVANNI, D.D.; LAMANTIA, Fabio Giovanni and PEZZINO, M.. A behavioral model of evolutionary dynamics and optimal regulation of tax evasion.
Structural Change and Economic Dynamics. 2019, Vol. 50, no. 1, p. 79-89. ISSN 0954-349X.
Detail ORTOBELLI, Sergio Lozza; VITALI, S.; CASSADER, Marco and TICHÝ, Tomáš. Portfolio selection strategy for fixed income markets with immunization on average.
Annals of Operations Research. 2018, Vol. 260, no. 1-2, p. 395-415. ISSN 0254-5330.
Detail ORTOBELLI, Sergio Lozza; WONG, Wing-Keung; FABOZZI, Frank J. and EGOZCUE, Martin. Diversification versus optimality: is there really a diversification puzzle?.
Applied Economics. 2018, Vol. 50, no. 43, p. 4671-4693. ISSN 0003-6846.
Detail CHANG, C.-P.; WEN, J.; ZHENG, M.; DONG, Minyi and HAO, Y.. Is higher government efficiency conducive to improving energy use efficiency? Evidence from OECD countries.
Economic Modelling. 2018, Vol. 72, no. June, p. 65-77. ISSN 0264-9993.
Detail HOZMAN, Jiří; KRESTA, Aleš and TICHÝ, Tomáš. Numerical Pricing American-style Options within the Black-Scholes Framework.
Ekonomická revue. 2018, Vol. 22, no. 4, p. 117-123. ISSN 1212-3951.
Detail HOZMAN, J; ČERNÁ, D; HOLČAPEK, M; TICHÝ, Tomáš and VALÁŠEK, R. Modern numerical methods for a simple vanilla option pricing problem.
Ekonomická revue. 2018, Vol. 21, no. 1, p. 21-30. ISSN 1212-3951.
Detail DVOŘÁČKOVÁ, Hana; KRESTA, Aleš and TICHÝ, Tomáš. Sales Prediction in the Ice Category Applying Fuzzy Sets Theory.
Ekonomická revue. 2018, Vol. 21, no. 2, p. 35-41. ISSN 1212-3951.
Detail VALECKÝ, Jiří and HANELOVÁ, Lucie. Setting the optimal limit value of motor insurance coverage by stochastic optimization.
Ekonomická revue. 2018, Vol. 21, no. 1, p. 5-12. ISSN 1212-3951.
Detail TORRI, Gabriele; GIACOMETTI, Rosella and PATERLINI, Sandra. Robust and sparse banking network estimation.
European Journal of Operational Research. 2018, Vol. 270, no. 1, p. 51-65. ISSN 0377-2217.
Detail HOLČAPEK, Michal; NGUYEN, Linh and TICHÝ, Tomáš. Polynomial alias higher degree fuzzy transform of complex-valued functions.
Fuzzy sets and systems. 2018, Vol. 342, no. July, p. 1-31. ISSN 0165-0114.
Detail BARAK, Sasan and DAHOOEI, Jalil Heidary. A novel hybrid fuzzy DEA-Fuzzy MADM method for airlines safety evaluation.
Journal of Air Transport Management. 2018, Vol. 73, no. October, p. 134-149. ISSN 0969-6997.
Detail HOZMAN, Jiri and TICHÝ, Tomáš. DG framework for pricing European options under one-factor stochastic volatility models.
Journal of computational and applied mathematics. 2018, Vol. 344, no. December, p. 585-600. ISSN 0377-0427.
Detail RUSÝ, Tomáš and KOPA, Miloš. AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY.
Kybernetika. 2018, Vol. 54, no. 6, p. 1247-1263. ISSN 0023-5954.
Detail HOCINE, Amine; KOUAISSAH, Noureddine; BETTAHAR, Samir and BENBOUZIANE, Mohamed. Optimizing renewable energy portfolios under uncertainty: A multi-segment fuzzy goal programming approach.
Renewable Energy. 2018, Vol. 129, no. december, p. 540-552. ISSN 0960-1481.
Detail LAMANTIA, Fabio Giovanni; NEGRIU, Anghel and TUINSTRA, Jan. Technology choice in an evolutionary oligopoly game.
Rivista di Matematica per le Scienze Economiche e Sociali. 2018, Vol. 41, no. 2, p. 335-356. ISSN 1593-8883.
Detail ANUFRIEV, Mikhail; RADI, Davide and TRAMONTANA, Fabio. Some reflections on past and future of nonlinear dynamics in economics and finance.
Rivista di Matematica per le Scienze Economiche e Sociali. 2018, Vol. 41, no. 2, p. 91-118. ISSN 1593-8883.
Detail MIROSHNIKOV, A.I. and TICHÝ, Tomáš. A new genus and species of the longicorn beetle tribe Tillomorphini Lacordaire, 1868 (Coleoptera: Cerambycidae) from India.
Russian Entomological Journal. 2018, Vol. 27, no. 2, p. 153-155. ISSN 0132-8069.
Detail MIROSHNIKOV, A.I. and TICHÝ, Tomáš. The longicorn beetle tribe cerambycini latreille, 1802 (Coleoptera: Cerambycidae: Cerambycinae) in the Fauna of Asia. 3. a new or little-known species of the genus Elydnus Pascoe, 1869. Online.
Russian Entomological Journal. 2018, Vol. 27, no. 3, p. 277-280. ISSN 0132-8069. Available from:
https://doi.org/10.15298/rusentj.27.3.06.
Detail GULIAK, Roman and VOLKOVA, Militsa. Two-Based Approach to Regional Potential Measurement in Developing Countries. Actual problems of economics.
Actual Problems of Economics. 2017, Vol. 2, no. 188, p. 333-345. ISSN 1993-6788.
Detail HOZMAN, Jiri and TICHÝ, Tomáš. DG METHOD FOR NUMERICAL PRICING OF MULTI-ASSET ASIAN OPTIONS—THE CASE OF OPTIONS WITH FLOATING STRIKE.
Applications of Mathematics. 2017, Vol. 62, no. 2, p. 171-195. ISSN 0862-7940.
Detail HOZMAN, Jiří and TICHÝ, Tomáš. DG method for numerical pricing of two-asset European style Asian options with fixed strike.
Applications of Mathematics. 2017, Vol. 62, no. 6, p. 607-632. ISSN 0862-7940.
Detail ORTOBELLI, Sergio Lozza; KOUAISSAH, Noureddine and TICHÝ, Tomáš. On the impact of conditional expectation estimators in portfolio theory.
Computational Management Science. 2017, Vol. 14, no. 4, p. 535-557. ISSN 1619-697X.
Detail KOPA, Miloš; VITALI, Sebastiano; TICHÝ, Tomáš and HENDRYCH, R.. Implied volatility and state price density estimation: arbitrage analysis.
Computational Management Science. 2017, Vol. 14, no. 4, p. 559-583. ISSN 1619-697X.
Detail MIKULEC, Ondřej. Use of multiple correspondence analysis to identify influence of risk attitude on trading behavior.
Ekonomická revue. 2017, Vol. XX, no. 2, p. 53-60. ISSN 1212-3951.
Detail VITALI, Sebastiano; KOPA, Miloš and TICHÝ, Tomáš. State price density estimation for options with dividend yields.
Ekonomická revue. 2017, Vol. 20, no. 3, p. 81-90. ISSN 1212-3951.
Detail NOVOTNÁ, Martina and ZENG, Jin. Evidence of the Weekday Effect Anomaly in the Chinese Stock Market.
Ekonomická revue - Central European Review of Economics Issues. 2017, Vol. 20, no. 4, p. 133-144. ISSN 1212-3951.
Detail GURNÝ, Petr; RICHTAROVÁ, Dagmar and ČULÍK, Miroslav. Liquidity analysis and prediction in the processing industry by applying VG process: The case of the Czech Republic.
Ekonomická revue - Central European Review of Economics Issues. 2017, Vol. XX, no. 1, p. 17-28. ISSN 1212-3951.
Detail KRESTA, Aleš and LISZTWANOVÁ, Karolina. Break-even Analysis under Randomness with Heavy-tailed Distribution.
Ekonomická revue - Central European Review of Economics Issues. 2017, Vol. 20, no. 3, p. 91-98. ISSN 1212-3951.
Detail ORTOBELLI, Sergio Lozza; PETRONIO, Filomena and LANDO, Tommaso. A portfolio return definition coherent with the investors' preferences.
IMA Journal of Management Mathematics. 2017, Vol. 28, no. 3, p. 451-466. ISSN 1471-678X.
Detail BARAK, Sasan; ARJMAND, A. and ORTOBELLI, Sergio Lozza. Fusion of multiple diverse predictors in stock market.
Information Fusion. 2017, Vol. 36, no. 2017, p. 90-102. ISSN 1566-2535.
Detail ČULÍK, Miroslav and GURNÝ, Petr. Assessing Hard Coal Mining: An Application with Abandonment in the Czech Republic.
International Journal of Mining and Mineral Engineering. 2017, Vol. 8, no. 3, p. 187-206. ISSN 1754-890X.
Detail ORTOBELLI, Sergio Lozza; MORIGGIA, V.; CIRELLI, S. and VITALI, Sebastiano. A conservative discontinuous target volatility strategy. Online.
International Research Journal: Investment Management and Financial Innovations. 2017, Vol. 14, no. 2, p. 176-190. ISSN 1810-4967. Available from:
https://doi.org/10.21511/imfi.14(2-1).2017.03.
Detail LANDO, Tommaso and BERTOLI-BARSOTTI, Lucio. Measuring the citation impact of journals with generalized Lorenz curves.
Journal of Informetrics. 2017, Vol. 11, no. 3, p. 689-703. ISSN 1751-1577.
Detail KRESTA, Aleš; TICHÝ, Tomáš and TOLOO, Mehdi. Posouzení modelů odhadu tržního rizika s využitím DEA přístupu.
Politická ekonomie. 2017, Vol. 65, no. 2, p. 161-178. ISSN 0032-3233.
Detail VALECKÝ, Jiří. Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models.
Prague Economic Papers. 2017, Vol. 26, no. 4, p. 450-466. ISSN 1210-0455.
Detail GULIAK, Roman. New Resonance Approach to Competitiveness Interventions in Lagging Regions: The Case of Ukraine before the Armed Conflict.
Review of Economic Perspectives. 2017, Vol. 17, no. 1, p. 25-56. ISSN 1213-2446.
Detail BERTOLI-BARSOTTI, Lucio and LANDO, Tommaso. A theoretical model of the relationship between the h-index and other simple citation indicators.
Scientometrics. 2017, Vol. 111, no. 3, p. 1415-1448. ISSN 0138-9130.
Detail BERTOLI-BARSOTTI, Lucio and LANDO, Tommaso. The h-index as an almost-exact function of some basic statistics.
Scientometrics. 2017, Vol. 113, no. 2, p. 1209-1228. ISSN 0138-9130.
Detail VALECKÝ, Jiří. Modelling claim frequency in vehicle insurance.
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. 2016, Vol. 64, no. 2, p. 683-689. ISSN 1211-8516.
Detail ZELINKOVÁ, Kateřina and KRESTA, Aleš. Stanovení Value at Risk a Conditional Value at Risk za předpokladu eliptických rozdělení pravděpodobnosti.
Acta academica karviniensia. 2016, Vol. 16, no. 2, p. 95-105. ISSN 1212-415X.
Detail KRESTA, Aleš and TICHÝ, Tomáš. Selection of efficient market risk models: Backtesting results evaluation with DEA approach.
Computers and Industrial Engineering. 2016, Vol. 102, no. 1, p. 331-339. ISSN 0360-8352.
Detail TICHÝ, Tomáš; MATTEO, Malavasi; ROBERTO, Previtalli and ORTOBELLI, Sergio Lozza. Backtesting AVaR and VaR with a simulated copula.
Ekonomická revue. 2016, Vol. 19, no. 1, p. 15-24. ISSN 1212-3951.
Detail HOZMAN, J. and TICHÝ, Tomáš. On the impact of various formulations of the boundary condition within numerical option valuation by DG method.
Filomat. 2016, Vol. 30, no. 15, p. 4253-4263. ISSN 0354-5180.
Detail HOLČAPEK, Michal; WRUBLOVÁ, Michaela and BACOVSKÝ, Martin. Quotient MI-groups.
Fuzzy sets and systems. 2016, Vol. 283, no. 1, p. 1-25. ISSN 0165-0114.
Detail BARAK, Sasan and SADEGH, S.S.. Forecasting energy consumption using ensemble ARIMA-ANFIS hybrid algorithm.
International Journal of Electrical Power & Energy Systems. 2016, Vol. 82, no. November, p. 92-104. ISSN 0142-0615.
Detail ORTOBELLI, Sergio Lozza; LANDO, Tommaso; PETRONIO, Filomena and TICHÝ, Tomáš. Asymptotic stochastic dominance rules for sums of i.i.d. random variables.
Journal of computational and applied mathematics. 2016, Vol. 300, no. 1, p. 432-448. ISSN 0377-0427.
Detail SHAHRIARI, M.; SHOJA, N.; ZADE, A.E.; BARAK, Sasan and SHARIFI, M.. JIT single machine scheduling problem with periodic preventive maintenance. Online.
Journal of industrial engineering international. 2016, Vol. 12, no. 3, p. 299-310. ISSN 1735-5702. Available from:
https://doi.org/10.1007/s40092-016-0147-9.
Detail ORTOBELLI, Sergio Lozza; LANDO, Tommaso; PETRONIO, Filomena and TICHÝ, Tomáš. Asymptotic Multivariate Dominance: A Financial Application.
Methodology and Computing in Applied Probability. 2016, Vol. 18, no. 4, p. 1097-1115. ISSN 1387-5841.
Detail LANDO, Tommaso and BERTOLI-BARSOTTI, Lucio. Weak orderings for intersecting Lorenz curves.
Metron. 2016, Vol. 74, no. 2, p. 177-192. ISSN 0026-1424.
Detail ČULÍK, Miroslav. Real options valuation with changing volatility.
Perspectives in Science. 2016, Vol. 7, no. March 2016, p. 10-18. ISBN 0-000-00000-0.
Detail BARAK, Sasan; YOUSEFI, Marziye; MAGHSOUDLOU, Hamidreza and JAHANGIRI, Sanaz. Energy and GHG emissions management of agricultural systems using multi objective particle swarm optimization algorithm: a case study.
Stochastic Environmental Research and Risk Assessment. 2016, Vol. 30, no. 4, p. 1167-1187. ISSN 1436-3240.
Detail BARAK, Sasan; YOUSEFI, Marziye; MAGHSOUDLOU, Hamidreza and JAHANGIRI, Sanaz. Energy and GHG emissions management of agricultural systems using multi objective particle swarm optimization algorithm: a case study.
Stochastic Environmental Research and Risk Assessment. 2016, Vol. 30, no. 4, p. 1167-1187. ISSN 1436-3240.
Detail KRESTA, Aleš. Application of Performance Ratios in Portfolio Optimization.
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. 2015, Vol. 63, no. 6, p. 1969-1977. ISSN 1211-8516.
Detail ORTOBELLI, Sergio Lozza and TICHÝ, Tomáš. On the impact of semidenite positive correlation measures in portfolio theory.
Annals of Operations Research. 2015, Vol. 235, no. 1, p. 625-652. ISSN 0254-5330.
Detail KRESTA, Aleš and ZELINKOVÁ, Kateřina. Backtesting of portfolio optimization with and without risk-free asset.
Ekonomická revue. 2015, Vol. 18, no. 2, p. 75-81. ISSN 1212-3951.
Detail ŠULÍKOVÁ, Veronika; DJUKIĆ, Mihajlo; GAZDA, Vladimír; HORVÁTH, Denis and KULHÁNEK, Lumír. Asymmetric Impact of Public Debt on Economic Growth in Selected EU Countries.
Ekonomický časopis. 2015, Vol. 63, no. 9, p. 944-958. ISSN 0013-3035.
Detail BARAK, Sasan; TICHÝ, Tomáš and DAHOOIE, J.H.. Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick.
Expert Systems with Applications. 2015, Vol. 42, no. 23, p. 9221. ISSN 0957-4174.
Detail BRAMBILLA, Chiara; GURNÝ, Martin and ORTOBELLI, Sergio Lozza. Structural credit risk models with Lévy processes: The VG and NIG cases.
Far East Journal of Mathematical Sciences. 2015, Vol. 97, no. 1, p. 101-119. ISSN 0972-0871.
Detail KRESTA, Aleš. Application of GARCH-Copula Model in Portfolio Optimization.
Financial Assets and Investing. 2015, Vol. 6, no. 2, p. 7-20. ISSN 1804-5081.
Detail BERTOLI-BARSOTTI, Lucio and LANDO, Tommaso. A geometric model for the analysis of citation distributions.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. 2015, Vol. 9, no. 1, p. 315-319. ISSN 1998-0140.
Detail NOVOTNÁ, Martina. The effect of industry and corporate characteristics on bond rating.
Journal of Applied Economic Sciences. 2015, Vol. 10, no. 2, p. 223-233. ISSN 1843-6110.
Detail BERTOLI-BARSOTTI, Lucio and LANDO, Tommaso. On a formula for the h-index.
Journal of Informetrics. 2015, Vol. 9, no. 4, p. 762–776. ISSN 1751-1577.
Detail TOLOO, Mehdi and TICHÝ, Tomáš. Two alternative approaches for selecting performance measures in data envelopment analysis.
Measurement. 2015, Vol. 65, no. 1, p. 29-40. ISSN 0263-2241.
Detail ORTOBELLI, Sergio Lozza; TICHÝ, Tomáš and ROSELLA, Giacometti. Portfolio selection with uncertainty measures consistent with additive shifts.
Prague Economic Papers. 2015, Vol. 24, no. 1, p. 3-16. ISSN 1210-0455.
Detail BARTUSKOVÁ, Terezie; PAPALOVÁ, Marcela and KRESTA, Aleš. Selection of forecasting method: AHP approach.
Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 2015, Vol. XXII, no. 34, p. 17-28. ISSN 1211-555X.
Detail BARAK, Sasan; AKHAVAN, Peyman; MAGHSOUDLOU, Hamidreza and ANTUCHEVICIENE, Jurgita. FQSPM-SWOT for strategic alliance planning and partner selection; case study in a holding car manufacturer company.
Technological and Economic Development of Economy. 2015, Vol. 21, no. 2, p. 165-185. ISSN 2029-4913.
Detail KOUAISSAH, Noureddine and ORTOBELLI, Sergio Lozza. Alternative methods to evaluate the arbitrage opportunities.
WSEAS Transactions on Business and Economics. 2015, Vol. 12, no. 39, p. 416-425. ISSN 1109-9526.
Detail LANDO, Tommaso and ORTOBELLI, Sergio Lozza. On the approximation of a conditional expectation.
WSEAS Transactions on Mathematics. 2015, Vol. 14, no. 1, p. 237-247. ISSN 1109-2769.
Detail ORTOBELLI, Sergio Lozza and LANDO, Tommaso. Independence tests based on the conditional expectation.
WSEAS Transactions on Mathematics. 2015, Vol. 14, no. 1, p. 335-344. ISSN 1109-2769.
Detail TICHÝ, Tomáš; SZNAPKOVÁ, Barbora and STIBOROVÁ, Eliška. Comparison of market risk models with respect to suggested changes of Basel Accord.
Acta Oeconomica. 2014, Vol. 64, no. S2, p. 257-274. ISSN 0001-6373.
Detail TICHÝ, Tomáš and KOPA, Miloš. No arbitrage condition of implied volatility and bandwidth selection.
Anthropologist. 2014, Vol. 17, no. 3, p. 751-755. ISSN 0972-0073.
Detail PETRONIO, Filomena and VESPUCCI, Maria Teresa. On load forecasting methodology and applications.
ECON – Journal of Economic, Management and Business. 2014, Vol. 24, no. 3, p. 109-130. ISSN 1803-3865.
Detail CASSADER, Marco. Valuation of financial derivatives.
ECON – Journal of Economic, Management and Business. 2014, Vol. 24, no. 3, p. 131-140. ISSN 1803-3865.
Detail HOZMAN, Jiří and TICHÝ, Tomáš. Black–Scholes option pricing model: Comparison of h-convergence of the DG method with respect to boundary condition treatment.
ECON – Journal of Economic, Management and Business. 2014, Vol. 24, no. 3, p. 141-152. ISSN 1803-3865.
Detail ZMEŠKAL, Zdeněk and DLUHOŠOVÁ, Dana. Output-oriented DEA model of company financial performance efficiency.
ECON – Journal of Economic, Management and Business. 2014, Vol. 24, no. 1, p. 3-12. ISSN 1803-3865.
Detail GUO, Haochen. Currency risk of optimal partial hedging.
ECON – Journal of Economic, Management and Business. 2014, Vol. 24, no. 2, p. 73-82. ISSN 1803-3865.
Detail PETROVÁ, Ingrid. Longevity risk management.
ECON – Journal of Economic, Management and Business. 2014, Vol. 24, no. 2, p. 83-93. ISSN 1803-3865.
Detail LANDO, Tommaso; PETRONIO, Filomena; ORTOBELLI, Sergio Lozza and BIGLOVA, Almira. Optimal portfolio performance with exchange-traded funds.
Ekonomická revue - Central European Review of Economics Issues. 2014, Vol. 17, no. 1, p. 5-12. ISSN 1212-3951.
Detail BERTOLI-BARSOTTI, Lucio and LANDO, Tommaso. A modified minimum divergence estimator: some preliminary results for the Rasch model.
Electronic Journal of Applied Statistical Analysis. 2014, Vol. 7, no. 1, p. 37-57. ISSN 2070-5948.
Detail TICHÝ, Tomáš and KOPA, Miloš. Comparison of mean-risk efficient portfolios in Asia-Pacific capital markets.
Emerging Markets Finance and Trade. 2014, Vol. 50, no. 1, p. 226-240. ISSN 1540-496X.
Detail PETRONIO, Filomena; ORTOBELLI, Sergio Lozza; TAMBORINI, Lidia and LANDO, Tommaso. Portfolio selection in the BRICs stocks markets using Markov processes.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. 2014, Vol. 8, no. 1, p. 311-318. ISSN 1998-0140.
Detail CASSADER, Marco; CAGLIO, Silvia; ORTOBELLI, Sergio Lozza and CAVIEZEL, Valeria. On the use of contingent claims in portfolio selection problems.
International Journal of Economics and Statistics. 2014, Vol. 2, no. 2014, p. 220-229. ISSN 2309-0685.
Detail ČULÍK, Miroslav. Company valuation under risk and flexibility: discrete models comparison.
International Journal of Risk Assessment and Management. 2014, Vol. 17, no. 4, p. 268-282. ISSN 1741-5241.
Detail GURNÝ, Petr. Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis.
International Journal of Social, Education, Economics and Management Engineering. 2014, Vol. 8, no. 12, p. 3557-3563. ISSN 1307-6892.
Detail BIGLOVA, Almira; ORTOBELLI, Sergio Lozza and FABOZZI, Frank. Portfolio selection in the presence of systemic risk.
Journal of Asset Management. 2014, Vol. 15, no. 2014, p. 285-299. ISSN 1470-8272.
Detail TOLOO, Mehdi and KRESTA, Aleš. Finding the best asset financing alternative: A DEA–WEO approach.
Measurement. 2014, Vol. 55, no. September, p. 288–294. ISSN 0263-2241.
Detail LANDO, Tommaso and LUCIO, Bertoli-Barsotti. A New Bibliometric Index Based on the Shape of the Citation Distribution.
PLoS One. 2014, Vol. 9, no. 12, p. 1-15. ISSN 1932-6203.
Detail TICHÝ, Tomáš; PETRONIO, Filomena and ORTOBELLI, Sergio Lozza. Dominance among financial markets.
WSEAS Transactions on Business and Economics. 2014, Vol. 11, no. 1, p. 707-717. ISSN 1109-9526.
Detail LANDO, Tommaso and BERTOLI-BARSOTTI, Lucio. Statistical Functionals Consistent with a Weak Relative Majorization Ordering: Applications to the Minimum Divergence Estimation.
WSEAS Transactions on Mathematics. 2014, Vol. 13, no. 65, p. 666-675. ISSN 1109-2769.
Detail TICHÝ, Tomáš; KRESTA, Aleš and MATUŠKOVÁ, Petra. Backtesting results of international portfolio for an insurance company.
Actual Problems of Economics. 2013, Vol. 3, no. 2, p. 146-154. ISSN 1993-6788.
Detail KRESTA, Aleš. Backtesting of FHS for VaR Estimation of Prague Stock Market Index.
ECON – Journal of Economic, Management and Business. 2013, Vol. 23, no. 1, p. 15-26. ISSN 1803-3865.
Detail NOVOTNÁ, Martina. An event study approach to assessing the effect of the financial crisis on European companies.
ECON – Journal of Economic, Management and Business. 2013, Vol. 23, no. 2, p. 91-106. ISSN 1803-3865.
Detail NOVOTNÁ, Martina. A multivariate analysis of financial and market-based variables for bond rating prediction.
Economic Computation and Economic Cybernetics Studies and Research. 2013, Vol. 47, no. 2, p. 67-83. ISSN 0424-267X.
Detail ANGELELLI, Enrico; ORTOBELLI, Sergio Lozza and IAQUINTA, Gaetano. An asymptotic Markovian approach to the portfolio selection problem.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. 2013, Vol. 7, no. 11, p. 936-944. ISSN 1998-0140.
Detail ANGELELLI, Enrico; ORTOBELLI, Sergio Lozza and IAQUINTA, Gaetano. Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. 2013, Vol. 7, no. 12, p. 984-992. ISSN 1998-0140.
Detail ORTOBELLI, Sergio Lozza; SHALIT, Haim and FABOZZI, Frank. Portfolio Selection Problems Consistent with Given Preference Orderings.
International Journal of Theoretical and Applied Finance. 2013, Vol. 16, no. 5, p. 1-38. ISSN 0219-0249.
Detail GURNÝ, Martin; ORTOBELLI, Sergio Lozza and GIACOMETTI, Rosella. Structural credit risk models with subordinated processes.
Journal of Applied Mathematics. 2013, Vol. 2013, no. July, p. 1-12. ISSN 1110-757X.
Detail TICHÝ, Tomáš and KOPA, Miloš. Efficiency analysis of several EU stock markets: mean-risk efficient portfolios.
Pakistan Journal of Statistics. 2013, Vol. 29, no. 5, p. 697-710. ISSN 1012-9367.
Detail GURNÝ, Petr and GURNÝ, Martin. Comparison of Credit Scoring Models on Probability of Default Estimation for US Banks.
Prague Economic Papers. 2013, Vol. 22, no. 2, p. 163-181. ISSN 1210-0455.
Detail KRESTA, Aleš. Porovnání přesnosti modelování výnosů portfolia pro různá období na trhu.
Acta academica karviniensia. 2012, Vol. 12, no. 1, p. 101-114. ISSN 1212-415X.
Detail TICHÝ, Tomáš and KOPA, Miloš. Concordance Measures and Second Order Stochastic Dominance – Portfolio Efficiency Analysis.
E+M Ekonomie a Management. 2012, Vol. 15, no. 4, p. 110-120. ISSN 1212-3609.
Detail KRESTA, Aleš and TICHÝ, Tomáš. Odhad tržního rizika na bází Lévyho modelů a časový horizont.
E+M Ekonomie a Management. 2012, Vol. 15, no. 4, p. 147-158. ISSN 1212-3609.
Detail GUO, Haochen. Value at Risk of Distributions between normal and student t density estimation of portfolio.
ECON '12. 2012, Vol. 22, no. 2, p. 82-88. ISSN 1803-3865.
Detail NOVOTNÁ, Martina. Estimating credit rating models by a logistic regression approach.
ECON '12. 2012, Vol. 21, no. 1, p. 84-93. ISSN 1803-3865.
Detail VALECKÝ, Jiří and SLIVKOVÁ, Eva. Mikroekonomický skóringový model úpadku českých podniků.
Ekonomická revue - Central European Review of Economics Issues. 2012, Vol. 15, no. 1, p. 15-26. ISSN 1212-3951.
Detail TONINELLI, Daniele and BIFFIGNANDI, Silvia. Analysis of two degree levels in terms of post-university employability.
Ekonomická revue - Central European Review of Economics Issues. 2012, Vol. 15, no. 4, p. 237-253. ISSN 1212-3951.
Detail KRESTA, Aleš and TICHÝ, Tomáš. International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions.
Finance a úvěr - Czech Journal of Economics and Finance. 2012, Vol. 62, no. 2, p. 141-161. ISSN 0015-1920.
Detail TICHÝ, Tomáš and KRESTA, Aleš. Some results on foreign equity portfolio risk backtesting via Lévy ordinary copula model.
Journal of Competitiveness. 2012, Vol. 4, no. 2, p. 85-96. ISSN 1804-171X.
Detail TICHÝ, Tomáš; STIBOROVÁ, Eliška and SZNAPKOVÁ, Barbora. The power of subordinated lévy models to depict the arrival of innovative information at world FX market.
Pakistan Journal of Statistics. 2012, Vol. 28, no. 5, p. 777-792. ISSN 1012-9367.
Detail VREBOVÁ, Denisa and JAROTKOVÁ, Markéta. Techniky zajištění komoditního rizika: Případ distribuce plynu.
Acta academica karviniensia. 2011, Vol. 2012, no. 3, p. 166-177. ISSN 1212-415X.
Detail KRESTA, Aleš. Solving cardinality constrained portfolio optimization problem by binary particle swarm optimization algorithm.
Acta academica karviniensia. 2011, Vol. 2011, no. 3, p. 24-33. ISSN 1212-415X.
Detail CIELEPOVÁ, Gabriela and TICHÝ, Tomáš. The implication of the security type for efficient risk measuring.
Actual Problems of Economics. 2011, Vol. 2, no. 12, p. 144-150. ISSN 1993-6788.
Detail TICHÝ, Tomáš and HOLČAPEK, Michal. Option pricing with fuzzy parameters via Monte Carlo simulation.
Communications in Computer and Information Science. 2011, Vol. 211, no. 1, p. 25-33. ISSN 1865-0929.
Detail KRESTA, Aleš. Testování vybraných modelů odhadu hodnoty VaR.
Ekonomická revue - Central European Review of Economics Issues. 2011, Vol. 14, no. 3, p. 201-212. ISSN 1212-3951.
Detail TICHÝ, Tomáš and SERGIO, Ortobelli. On the impact of association measures within the portfolio dimensionality reduction problem.
Ekonomická revue - Central European Review of Economics Issues. 2011, Vol. 14, no. 4, p. 257-264. ISSN 1212-3951.
Detail MICHAL, Holčapek and TICHÝ, Tomáš. A smoothing filter based on fuzzy transform.
Fuzzy sets and systems. 2011, Vol. 180, no. 1, p. 69-97. ISSN 0165-0114.
Detail ČULÍK, Miroslav. Flexibility and project value: Interactions and multiple real options.
International Journal of Operational Research. 2011, Vol. 11, no. 4, p. 443-462. ISSN 1745-7645.
Detail ČULÍK, Miroslav. FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS.
AIP conference proceedings. Volume 1499. 2010, Vol. 2010, no. 1239, p. 326-334. ISBN 978-0-7354-1113-5.
Detail GURNÝ, Petr and GURNÝ, Martin. A revised model to estimate PD of US banks.
Acta academica karviniensia. 2010, Vol. 2010, no. 1, p. 68-77. ISSN 1212-415X.
Detail PETROVÁ, Ingrid. STANOVENÍ KAPITÁLOVÉHO POŽADAVKU PRO TRŽNÍ RIZIKO V KONTEXTU SOLVENCY II.
Acta academica karviniensia. 2010, Vol. 2010, no. 1, p. 363-370. ISSN 1212-415X.
Detail TICHÝ, Tomáš; KRESTA, Aleš and PETROVÁ, Ingrid. Innovations at financial markets: How to model higher moments of portfolio distribution.
Actual Problems of Economics. 2010, Vol. 2, no. 12, p. 59-71. ISSN 1993-6788.
Detail NOVOTNÁ, Martina. Financial indicators and their effect on credit rating.
ECON '10. 2010, Vol. 17, no. 1, p. 33-41. ISSN 1803-3865.
Detail VALECKÝ, Jiří. Analýza a ověření kvality replikace benchmarku metodologií Tracking Error.
Ekonomická revue. 2010, Vol. 13, no. 1, p. 19-28. ISSN 1212-3951.
Detail ZMEŠKAL, Zdeněk. Generalised soft binomial American real option pricing model (fuzzy–stochastic approach).
European Journal of Operational Research. 2010, Vol. 2010, no. 207, p. 1096-1103. ISSN 0377-2217.
Detail POLÁK, Petr. Centralization of Treasury Management in a Globalized World.
International Research Journal of Finance and Economics. 2010, Vol. 5, no. 56, p. 88-95. ISSN 1450-2887.
Detail POLÁK, Petr. . The Centre Holds: From the Decentralized Treasury towards Fully Centralized Cash and Treasury Management.
Journal of Corporate Treasury Management. 2010, Vol. 3, no. 2, p. 109-112. ISSN 1753-2574.
Detail HOLČAPEK, Michal and TICHÝ, Tomáš. A probability density function estimation using F-transform.
Kybernetika. 2010, Vol. 46, no. 3, p. 447-458. ISSN 0023-5954.
Detail TICHÝ, Tomáš. Posouzení odhadu měnového rizika pomocí Lévyho modelů.
Politická ekonomie. 2010, Vol. 58, no. 4, p. 504-521. ISSN 0032-3233.
Detail ČULÍK, Miroslav and VALECKÝ, Jiří. Modelling daily electricity prices at deregulated markets by applying linear and non-linear M-R models.
Proceedings of the Finance and Economics Conference 2010. 2010, Vol. 1, no. 1, p. 43-52. ISSN 2190-7927.
Detail ČULÍK, Miroslav. Investment decision-making under the emission allowances trading system (real option approach).
ECON '08. 2009, Vol. 15, no. 1, p. 32-40. ISSN 1803-3865.
Detail TICHÝ, Tomáš and SERGIO, Ortobelli. Concordance measures and portfolio selection problem.
ECON '09. 2009, Vol. 15, no. 1, p. 41-48. ISSN 1803-3865.
Detail ČULÍK, Miroslav and VALECKÝ, Jiří. Self exciting threshold auto-regressive approach for non-linear modelling of daily electricity prices in the selected regions.
Ekonomická revue. 2009, Vol. 12, no. 4, p. 183-190. ISSN 1212-3951.
Detail TICHÝ, Tomáš. Posouzení metody částečného hedgingu na případu řízení měnového rizika nefinanční instituce.
Ekonomická revue. 2009, Vol. 12, no. 2, p. 69-82. ISSN 1212-3951.
Detail POLÁK, Petr and ROSLAN, Rady Roswanddy. Can Brunei Darussalam be Asia's Next Leading Location for Regional Treasury Centres?.
International Research Journal of Finance and Economics. 2009, Vol. 4, no. 29, p. 7-23. ISSN 1450-2887.
Detail TICHÝ, Tomáš. The risk of a small currency portfolio -- backtesting results by copula approach.
Journal of Applied Mathematics. 2009, Vol. 2, no. 3, p. 147-158. ISSN 1337-6365.
Detail POLÁK, Petr and ROSLAN, Rady Roswanddy. Location criteria for establishing treasury centres in South-East Asia.
Journal of Corporate Treasury Management. 2009, Vol. 2, no. 4, p. 331-338. ISSN 1753-2574.
Detail POLÁK, Petr and ROSLAN, Rady Roswanddy. REGIONAL TREASURY CENTRES IN SOUTH EAST ASIA ? THE CASE OF BRUNEI DARUSSALAM.
Management - Journal of Contemporary Management Issues. 2009, Vol. 14, no. 1, p. 77-102. ISSN 0779-4630.
Detail KUTÁČ, Josef and MRUZKOVÁ, Jarmila. Možnosti kalkulování nákladů v podmínkách nevyužitých výrobních kapacit.
Sborník vědeckých prací VŠB-TU Ostrava, řada hutnická. 2009, Vol. LII, no. 4, p. 11-14. ISSN 0474-8484.
Detail KUTÁČ, Josef and MRUZKOVÁ, Jarmila. Možnosti kalkulování nákladů v podmínkách.
Sborník vědeckých prací VŠB-TU Ostrava, řada hutnická. 2009, Vol. LII, no. 4, p. 11-14. ISSN 0474-8484.
Detail TICHÝ, Tomáš. Cashflow hedging possibilities of small hydroelectric power plant usány weather derivatives.
Ekonomicko-manažérské spektrum. 2008, Vol. 2, no. 1, p. 69-78. ISSN 1337-0839.
Detail ČULÍK, Miroslav. INVESTMENT PROJECT VALUATION AS A PORTFOLIO OF REAL OPTIONS.
European Journal of Management. 2008, Vol. 8, no. 1, p. 23-31. ISSN 1555-4015.
Detail ZMEŠKAL, Zdeněk. Application of the American Real Flexible Switch Options Methodology - A Generalized Approach.
Finance a úvěr - Czech Journal of Economics and Finance. 2008, Vol. 58, no. 5-6, p. 261-275. ISSN 0015-1920.
Detail POLÁK, Petr and SIMON, Ondřej. The application of cash pooling into business practice ? ČEZ Group.
International Research Journal: Investment Management and Financial Innovations. 2008, Vol. 5, no. 4, p. 33-38. ISSN 1810-4967.
Detail TICHÝ, Tomáš and VALECKÝ, Jiří. The Ability of Tracking Error Metod to Improve an Index Option Replication.
Journal of Information, Control and Management Systems. 2008, Vol. 6, no. 1, p. 113-121. ISSN 1336-1716.
Detail TICHÝ, Tomáš. Posouzení vybraných možností zefektivnění simulace Monte Carlo při opčním oceňování.
Politická ekonomie. 2008, Vol. 56, no. 6, p. 772-794. ISSN 0032-3233.
Detail TICHÝ, Tomáš. Risk management of small hydroelectric power plant.
ECON 07. 2007, Vol. 14, no. 1, p. 227-234. ISSN 0862-7908.
Detail ZMEŠKAL, Zdeněk. Electricity Apprising by virtue of Two-factor Mean-Reversion Model on the Czech Electricity Market.
ECON 07. 2007, Vol. 14, no. 1, p. 270-274. ISSN 0862-7908.
Detail DLUHOŠOVÁ, Dana. The Apprising and Optimisation methodologies of Electricity Delivery.
ECON 07. 2007, Vol. 14, no. 1, p. 33-38. ISSN 0862-7908.
Detail TICHÝ, Tomáš. Posouzení základních metod hedgingu měnového rizika nefinančních institucí.
Ekonomická revue. 2007, Vol. 10, no. 1, p. 24-41. ISSN 1212-3951.
Detail ZMEŠKAL, Zdeněk. Aplikace zobecněných vícefaktorových reálných opcí ve finančním rozhodování podniků.
Ekonomická revue. 2007, Vol. X, no. 2/3, p. 203-212. ISSN 1212-3951.
Detail DLUHOŠOVÁ, Dana. Nové přístupy k měření finanční výkonnosti podniku.
Ekonomická revue. 2007, Vol. X, no. 2/3, p. 21-39. ISSN 1212-3951.
Detail POLÁK, Petr and KOCUREK, Kamil. The Influence of the Development of Reference Interest Rates in Choosing Investment and Debt Financial Tools for Corporations.
Global Conference on Business and Finance, Proceedings. 2007, Vol. 2, no. 2, p. 140-144. ISSN 1931-0285.
Detail POLÁK, Petr and KOCUREK, Kamil. Cash and Working Capital Management in the Czech Republic.
International Research Journal: Investment Management and Financial Innovations. 2007, Vol. 2007, no. 1, p. 17-30. ISSN 1810-4967.
Detail POLÁK, Petr and KOCUREK, Kamil. The Influence of the Development of Reference Interest Rates in Choosing Investment and Debt Financial Tools for Corporations ? Case of the Czech Republic in 1997-2002.
Journal of Emerging Markets. 2007, Vol. 12, no. 2, p. 16-25. ISSN 1083-9798.
Detail POLÁK, Petr and KOCUREK, Kamil. How Cash Pooling Works in the Czech Republic.
Management - Journal of Contemporary Management Issues. 2007, Vol. 12, no. 2, p. 85-95. ISSN 0779-4630.
Detail POLÁK, Petr and KOCUREK, Kamil. Investment Strategy and Debt Management in the Czech Republic 1997-2003.
Treasury Management International. 2007, Vol. 15, no. 158, p. 21-23. ISSN 0967-523X.
Detail ČULÍK, Miroslav and PUMPRLA, Oto. Risk analysis of wind power plant by applying CorporateMetrics methodology.
ECON 2006. 2006, Vol. 13, no. 1, p. 32-43. ISSN 0862-7908.
Detail TICHÝ, Tomáš. Nonperfect option replication methods.
ECON 2006. 2006, Vol. 13, no. 1, p. 229-236. ISSN 0862-7908.
Detail ČULÍK, Miroslav. Posouzení ekonomické efektivnosti projektu větrné elektrárny.
Energetika. 2006, Vol. 56, no. 8-9, p. 270-273. ISSN 0375-8842.
Detail TICHÝ, Tomáš. Model dependency of the digital option replication - replication under incomplete model.
Finance a úvěr - Czech Journal of Economics and Finance. 2006, Vol. 56, no. 7-8, p. 361-379. ISSN 0015-1920.
Detail TICHÝ, Tomáš. Modeling the electricity spot price at the Czech and Austrian markets by extended VG model.
Journal of Information, Control and Management Systems. 2006, Vol. 4, no. 2, p. 193-202. ISSN 1336-1716.
Detail POLÁK, Petr and KOCUREK, Kamil. Cash Pooling in The Czech Republic.
The Canadian Treasurer. 2006, Vol. 22, no. 4, p. 15-17. ISSN 0845-7328.
Detail POLÁK, Petr and KOCUREK, Kamil. The Changing Financial Scene in The Czech Republic.
Treasury Management International. 2006, Vol. 25, no. 148, p. 15-21. ISSN 0967-523X.
Detail PUMPRLA, Oto; DLUHOŠOVÁ, Dana and VRTEK, Mojmír. Technicko-ekonomické podmínky provozu větrných elektráren v ČR.
Zeszyty naukove. 2006, Vol. 56, no. 315/2006, p. 685-692. ISSN 1429-6063.
Detail ČULÍK, Miroslav. Tradable emission allowances and their impact on firms in energy sector (real option approach).
ECON'05. 2005, Vol. 12, no. 1, p. 33-41. ISSN 0862-7908.
Detail TICHÝ, Tomáš. The binomial model of option pricing and imprecisely stated volatlity.
ECON'05. 2005, Vol. 12, no. 1, p. 333-342. ISSN 0862-7908.
Detail DLUHOŠOVÁ, Dana. Application Possibilities of Real Option Methodology to Firm Valuation.
ECON'05. 2005, Vol. 12, no. 1, p. 51-59. ISSN 0862-7908.
Detail DLUHOŠOVÁ, Dana. Application Possibilities of Real Option Methodologz to Firm Valuation.
ECON'05. 2005, Vol. 12, no. 12, p. 51-59. ISSN 0862-7908.
Detail ZMEŠKAL, Zdeněk. Determination of the Company and Project Value Applying the Real Miltinomial Flexible Switch Options Methodology.
ECON'05. 2005, Vol. 12, no. 12, p. 385-393. ISSN 0862-7908.
Detail TICHÝ, Tomáš. Výkonnost replikace digitálních opcí při neúplném modelu.
Ekonomická revue. 2005, Vol. 8, no. 2, p. 34-49. ISSN 1212-3951.
Detail DLUHOŠOVÁ, Dana. Vícefázové výnosové metody stanovení hodnoty firmy.
Ekonomická revue. 2005, Vol. 8, no. 1, p. 35-47. ISSN 1212-3951.
Detail FORIŠKOVÁ, Dana and KLIMIKOVÁ, Mária. Restrukturalizace českého a slovenského bankovního systému a sekundární trh úvěrových pohledávek.
Ekonomická revue. 2005, Vol. 8, no. 3, p. 74-85. ISSN 1212-3951.
Detail ZMEŠKAL, Zdeněk. Value at Risk methodology under soft conditions approach (fuzzy-stochatic approach).
European Journal of Operational Research. 2005, Vol. 2, no. 161, p. 337-347. ISSN 0377-2217.
Detail POLÁK, Petr. Appreciation of the Impact of the Development of Financial Markets on Financial Decisions made by Corporations in the Czech Republic.
International Research Journal: Investment Management and Financial Innovations. 2005, Vol. 2, no. 2, p. 8-17. ISSN 1810-4967.
Detail POLÁK, Petr. Appreciation of the Impact of the Development of Financial Markets on Financial Decisions made by Corporations in the Czech Republic.
International Research Journal: Investment Management and Financial Innovations. 2005, Vol. 2, no. 2, p. 8-17. ISSN 1810-4967.
Detail ZMEŠKAL, Zdeněk. Value at Risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach).
International review of financial analysis. 2005, Vol. 14, no. 2, p. 263-275. ISSN 1057-5219.
Detail POLÁK, Petr. Financial Intermediaries Sector in The Czech Republic.
The Canadian Treasurer. 2005, Vol. 23, no. 10, p. 21-22. ISSN 0845-7328.
Detail POLÁK, Petr. Financial Intermediaries Sector in The Czech Republic.
The Canadian Treasurer. 2005, Vol. 23, no. Oct 2005, p. 21-22. ISSN 0845-7328.
Detail GREGOR, Leoš and ARENCIBIA MONTERO, Orlando. Application of Monte-Carlo Methods in Option Pricing.
Documentos de Trabajo. 2004, Vol. 1, no. 10/2004, p. 1-12. ISBN 84-95723-26-3.
Detail TICHÝ, Tomáš. An alternative way to price discretely sampled Asian options.
ECON 04. 2004, Vol. 11, no. 1, p. 384-391. ISSN 0015-1920.
Detail GREGOR, Leoš. Self-Organizing Maps: Review of Selected Financial and Economic Applications.
ECON 04. 2004, Vol. 11, no. 1, p. 108-117. ISSN 0862-7908.
Detail TICHÝ, Tomáš and LICHNOVSKÝ, Petr. The effect of non-Gaussian returns on pricing of discretely sampled Asian options.
ECON'03. 2004, Vol. 10, no. 1, p. 270-279. ISBN 80-248-0479-4.
Detail ČULÍK, Miroslav. Valuing an investment project with possibility to defer: real option approach.
ECON'03. 2004, Vol. 10, no. 10, p. 47-54. ISBN 80-248-0479-4.
Detail ZMEŠKAL, Zdeněk. Optimisation Company Financial Planning Model under Soft Conditions with fuzzy variables (fuzzy-stochastic approach).
ECON'03. 2004, Vol. 10, no. 1, p. 478-495. ISBN 80-248-0479-4.
Detail DLUHOŠOVÁ, Dana. Evolution and Approaches to Firm`s and Industry`s Performance Analysis in Transition and Reconstruction Phase of Economy Development.
ECON'03. 2004, Vol. 10, no. 1, p. 69-85. ISBN 80-248-0479-4.
Detail DLUHOŠOVÁ, Dana. Měření a analýza vývoje finanční výkonnosti odvětví a průmyslu v ČR na bázi ukazatele EVA.
Ekonomická revue. 2004, Vol. VII, no. 1, p. 17-32. ISSN 1212-3951.
Detail GREGOR, Leoš and ARENCIBIA MONTERO, Orlando. Problematika oceňování finančních opcí pomocí simulačních technik.
Ekonomická revue. 2004, Vol. 7, no. 1, p. 4-16. ISSN 1212-3951.
Detail TICHÝ, Tomáš. Aplikace replikačních metod při ocenění a zajištění bariérových opcí.
Finance a úvěr - Czech Journal of Economics and Finance. 2004, Vol. 54, no. 7-8, p. 305-324. ISSN 0015-1920.
Detail ZMEŠKAL, Zdeněk. Přístupy k eliminaci finančních rizik na bázi finančních hedgingových strategií.
Finance a úvěr - Czech Journal of Economics and Finance. 2004, Vol. 54, no. 1.-2, p. 50-63. ISSN 0015-1920.
Detail DLUHOŠOVÁ, Dana. Přístupy k analýze finanční výkonnosti firem a odvětví na bázi metody EVA - Economic Value Added.
Finance a úvěr - Czech Journal of Economics and Finance. 2004, Vol. 54, no. 11-12, p. 541-559. ISSN 0015-1920.
Detail POLÁK, Petr and KOCUREK, Kamil. Cash Pooling in The Czech Republic.
Treasury Management International. 2004, Vol. 23, no. April 2004, issue 126, p. 26-28. ISSN 0967-523X.
Detail RICHTAROVÁ, Dagmar and RATMANOVÁ, Iveta. Vliv daně z příjmů na stanovení peněžních toků z investice.
DANĚ - odborný časopis pro daňové právo a praxi. 2003, Vol. XI, no. 10/2003, p. 2-7. ISSN 1211-8103.
Detail POLÁCH, Jiří and RAŠKA, . Tvorba zdrojů pro výrobní sféru na českém kapitálovém trhu.
E+M. 2003, Vol. 6, no. 3/2003, p. 29-35. ISSN 1212-3609.
Detail POLÁCH, Jiří and RAŠKA, . Vliv lidského faktoru na funkční fraktálový tým.
E+M. 2003, Vol. 6, no. 1, p. 46-48. ISSN 1212-3609.
Detail ARENCIBIA MONTERO, Orlando and GREGOR, Leoš. Simulation Methods For Option Pricing.
ECON '03. 2003, Vol. 10, no. 1, p. 10-16. ISSN 0862-7908.
Detail ČULÍK, Miroslav. Valuation of Risky Firm Debt as a Put Option Using Option Pricing Methodology.
ECON 02. 2003, Vol. 9, no. 9, p. 28-34. ISSN 0862-7908.
Detail TICHÝ, Tomáš. Hedging by Discretely Adjusted Portfolio: An Example of Protective Put on Commodity Futures.
ECON 02 (selected research papers). 2003, Vol. 9, no. 1, p. 220-226. ISSN 0862-7908.
Detail ZMEŠKAL, Zdeněk. Hedging Strategies Description for Financial Risk Elimination Possibilities.
ECON 02 (selected research papers). 2003, Vol. 9, no. 1, p. 227-234. ISSN 0862-7908.
Detail ČULÍK, Miroslav. Valuing an investment project with possibility to defer: real option approach.
ECON 03. 2003, Vol. 10, no. 10, p. 47-54. ISBN 80-248-0479-4.
Detail DLUHOŠOVÁ, Dana. Evolution and Approaches to Firm's and Indrustry's Performance Analysis in Transition and Reconstruction Phase of Economy Development.
ECON'03 /Selected Research Papers/. 2003, Vol. 10, no. 10, p. 69-85. ISBN 80-248-0479-4.
Detail POLÁK, Petr and KOCUREK, K. Treasury in The Czech Republic before Joining The European Union.
FTA - Yearbook 2003. 2003, Vol. 25, no. 11, p. 29-30. ISSN 1324-549X.
Detail POLÁK, Petr and KOCUREK, . Czeching Out Treasury.
The Treasurer. 2003, Vol. 22, no. November 2003, p. 56 -58. ISBN 02640937.
Detail POLÁK, Petr and SWAGERMAN, . The Financial Markets in the Czech Republic and the Netherlands-Compare and Contrast.
Treasury Management International. 2003, Vol. 12, no. 116, p. 22-27. ISSN 0967-523X.
Detail HEINRICH, Daniel. The Analytical Approach for Computing Value at Risk of Exchange Risk.
ECON 02 (selected research papers). 2002, Vol. 9, no. 1, p. 46-52. ISSN 0862-7908.
Detail ČULÍK, Miroslav. Real Option Analysis - a new approach for making decisions.
ECON'01. 2002, Vol. 8, no. 1, p. 8-13. ISSN 0862-7908.
Detail ZMEŠKAL, Zdeněk. Application of fuzzy Garch model for forecasting exchange rate volatility.
ECON'01. 2002, Vol. 8, no. 1, p. 8-13. ISSN 0862-7908.
Detail ZMEŠKAL, Zdeněk. Aplikace fuzzy-stochastických přístupů při finančním rozhodování a oceňování firmy.
Ekonomická revue. 2002, Vol. 5, no. 2, p. 75-84. ISSN 1212-3951.
Detail POLÁK, Petr and KOCUREK, . How to Judge Credit Risk in the Czech Republic.
Treasury Management International. 2002, Vol. II, no. 105, April 2002, p. 20-22. ISSN 0967-523X.
Detail ZMEŠKAL, Zdeněk. Application of fuzzy GARCH model for forecasting exchange rate volatility.
ECON. 2001, Vol. 8, no. 1, p. 211-215. ISSN 0862-7908.
Detail POLÁCH, Jiří. Tvorba zdrojů pro výrobní sféru na českém kapitálovém trhu.
Ekonomická revue. 2001, Vol. IV, no. 4, p. 73-81. ISSN 1212-3951.
Detail ZMEŠKAL, Zdeněk. Application of the fuzzy-stochastic metodology to apprising the firm value as European call option.
European Journal of Operational Research. 2001, Vol. 2, no. 135, p. 303-310. ISSN 0377-2217.
Detail DLUHOŠOVÁ, Dana and HÓTOVÁ, Renáta. Methodological Problems of International Taw Law.
Finančný manažér. 2001, Vol. 1, no. 4, p. 154-157. ISSN 1335-5813.
Detail NEJEZCHLEBA, Miroslav. Spektro analýza podnikového manažéra - program osobního růstu.
Manažerská etika...inspirace pro 21. století...II.díl. 2001, Vol. 1, no. 1, p. 83-89. ISBN 80-85378-19-1.
Detail ZMEŠKAL, Zdeněk. Application of the fuzzy-stochastic methodology to apprising financial derivatives - generalised sensitivity analysis.
BUSEFAL. 2000, Vol. 2000, no. 83, p. 110-118. ISSN 0296-3698.
Detail KOCIÁNOVÁ, Eva. Platební neschopnost a možnosti jejího snížení v podmínkách České republiky.
Ekonomická revue. 1999, Vol. II, no. 3/1999, p. 49-61. ISSN 1212-3951.
Detail KOŘENÁ, Kateřina and KOŘENÝ, Karel. Je český kapitálový trh v krizi?.
Ekonomická revue. 1999, Vol. II, no. 3/1999, p. 70-77. ISSN 1212-3951.
Detail ZMEŠKAL, Zdeněk. Fuzzy-stochastický odhad hodnoty firmy jako call opce.
Finance a úvěr - Czech Journal of Economics and Finance. 1999, Vol. 49, no. 3/1999, p. 168-176. ISSN 0015-1920.
Detail FRAIT, Jan and ZEDNÍČEK, Roman. Devizové trhy pod mikroskopem.
Banky a finance. 1998, Vol. 2, no. 3, p. 54-58. ISBN 12119849.
Detail ZMEŠKAL, Zdeněk. Modelování optimální alokace financí firmy na bázi fuzzy množin.
Politická ekonomie. 1998, Vol. 1998, no. 1, p. 93-106. ISSN 0032-3233.
Detail RICHTAROVÁ, Dagmar. Struktura daňové soustavy ČR pro rok 1996.
Daně a právo v praxi. 1997, Vol. 1997, no. 3,4, p. 27-33.
Detail ZMEŠKAL, Zdeněk. Fuzzy simulační finanční dlouhodobý model firmy.
Kredit. 1997, no. 6. ISBN 211-6364.
Detail ZMEŠKAL, Zdeněk. The Scenario Optimization Approach to Immunization of Bond Portfolio Against Non-parallel Shifts of Interest Rates.
Organizacija. 1997, no. 10. ISSN 1318-5454.
Detail FRAIT, Jan and ZEDNÍČEK, Roman. Časová nekonzistence a cíle měnové politiky.
Bankovnictví. 1996, Vol. 1996, no. 16, p. 11-14. ISBN 49072.
Detail RICHTAROVÁ, Dagmar. Recenze učebnice - Úvod do podnikového hospodářství (Gunter Wohe - autor).
Economix. 1996, Vol. 1996, no. 1, p. 59-61. ISSN 0000-0000.
Detail RICHTAROVÁ, Dagmar. Daňová soustava 1996.
Economix - příloha Economix navíc. 1996, Vol. 1996, no. 4, p. 1-12.
Detail LICHNOVSKÁ, Marie. The Reform of the Fiscal System in the Czech Republic.
EMERGO - Journal of Transforming Economies and Societies. 1995, Vol. 2, no. 1, p. 10-29. ISSN 1233-3115.
Detail ZMEŠKAL, Zdeněk. Dynamický optimalizační model volby odpisové metody, tvorby a užití finančních zdrojů.
Finance a úvěr - Czech Journal of Economics and Finance. 1995, Vol. 45, no. 1, p. 29-37. ISSN 0015-1920.
Detail ZMEŠKAL, Zdeněk. Vícekriteriální optimalizační dynamický model rozvrhování výroby mezi vysoké pece.
Hutnické listy. 1995, no. 3. ISSN 0018-8069.
Detail ZMEŠKAL, Zdeněk. Heuristický algoritmus přiřazování výkovků do ingotů v kovárnách s rozsáhlým sortimentem.
Hutnické listy. 1995, no. 2. ISSN 0018-8069.
Detail ZMEŠKAL, Zdeněk. Aplikace expertních systémů v oblasti finančního a bankovního managementu.
Moderní řízení. 1995, no. 9.
Detail ZMEŠKAL, Zdeněk. Finanční simulační model hodnocení podnikatelských aktivit.
Podniková organizace. 1995, no. 4.
Detail ZMEŠKAL, Zdeněk. Dynamický optimalizační finanční model z pohledu kritérií rozhodování a cílů chování.
Politická ekonomie. 1995, no. 4. ISSN 0032-3233.
Detail ZMEŠKAL, Zdeněk. Kritéria pro ekonomické řízení vnitropodnikových útvarů v podnicích s heterogenní strukturou.
Podniková organizace. 1994, Vol. 1994, no. 11, p. 27-31.
Detail ZMEŠKAL, Zdeněk. Optimization Model og Structure and Operation State of Energy Units of Metallurgical Works.
Czechoslovak Journal for Operation Research. 1992, Vol. 1992, no. 4.
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