BUCCELLA, Domenico, Luciano FANTI, Luca GORI a Mauro SODINI. The abatement game in a dynamic oligopoly: social welfare versus profits.
Annals of Operations Research. Vídeň: Springer, 2024,
337(3), s. 1037-1065. ISSN 0254-5330.
[Detail] COMMENDATORE, P., I. KUBIN, Mauro SODINI a Iryna SUSHKO. The impact of pollution on the dynamics of industry location and residence choice.
Annals of Operations Research. Vídeň: Springer, 2024,
337(3), s. 739-768. ISSN 0254-5330.
[Detail] RADI, Davide, Laura GARDINI a David GOLDBAUM. A robust route to randomness in a simple Cournot duopoly game where ambiguity aversion meets constant expectations.
Annals of Operations Research. Vídeň: Springer, 2024,
337(3), s. 769-807. ISSN 0254-5330.
[Detail] BUCCELLA, Domenico, Luciano FANTI, Luca GORI a Mauro SODINI. Corporate social responsibility and network externalities: a game-theoretic approach.
Annals of Operations Research. Vídeň: Springer, 2024,
337(3), s. 835-871. ISSN 0254-5330.
[Detail] ANTOCI, Angelo, Simone BORGHESI, Giulio GALDI, Mauro SODINI a Elisa TICCI. Maladaptation in an unequal world: an evolutionary model with heterogeneous agents.
Annals of Operations Research. Vídeň: Springer, 2024,
337(3), s. 1089-1110. ISSN 0254-5330.
[Detail] HOZMAN, Jiri, Tomáš TICHÝ a Hana DVOŘÁČKOVÁ. Valuation of mining projects under dynamic model framework.
Annals of Operations Research. Vídeň: Springer, 2024,
337(3), s. 1167-1204. ISSN 0254-5330.
[Detail] TORRI, Gabriele, Rosella GIACOMETTI a Sandra PATERLINI. Penalized enhanced portfolio replication with asymmetric deviation measures.
Annals of Operations Research. Vídeň: Springer, 2024,
332(1-3), s. 481-531. ISSN 0254-5330.
[Detail] WANG, Anlan, Aleš KRESTA a Tomáš TICHÝ. Evaluation of strategy portfolios.
Computational Management Science. Vídeň: Springer, 2024,
21(1), s. 17. ISSN 1619-697X.
[Detail] RIAHIFAR, Aida, Hamed Reza TAREGHIAN, Narges SALEHNIA, Tomáš TICHÝ a Mahdi BASTANI. Modelling OPEC profit based on economics and political variables.
Energy Systems. Vídeň: Springer, 2024,
15(3), s. 1105-1125. ISSN 1868-3967.
[Detail] BUCCELLA, Domenico, Luciano FANTI, Luca GORI a Mauro SODINI. Green subsidies as strategic trade policy tools.
Environmental Economics and Policy Studies. Springer, 2024,
26(4), s. 741-757. ISSN 1432-847X.
[Detail] HOCINE, Amin, Noureddine KOUAISSAH, Sergio Lozza ORTOBELLI a Tarik AOUAM. 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. New York: Elsevier Science, 2024,
315(1), s. 289-306. ISSN 0377-2217.
[Detail] BARAK, Sasan, Shima JAVANMARD a Reza MOGHDANI. Dual resource constrained flexible job shop scheduling with sequence-dependent setup time.
Expert Systems. Čeng-čou: Wiley, 2024,
41(10), s. e13669. ISSN 0266-4720.
[Detail] ANUFRIEV, Mikhail, John DUFFY a Valentyn PANCHENKO. Individual evolutionary learning in repeated beauty contest games.
Journal of Economic Behavior and Organization. San Diego: Elsevier, 2024,
218(February), s. 550-567. ISSN 0167-2681.
[Detail] LANDO, Tommaso, Idir ARAB a Paulo Eduardo OLIVEIRA. Nonparametric inference about increasing odds rate distributions.
Journal of Nonparametric Statistics. Oslo: Taylor & Francis, 2024,
36(2), s. 435-454. ISSN 1048-5252.
[Detail] GORI, Luca, Francesco PURIFICATO a Mauro SODINI. Green quality choice in a duopoly.
Metroeconomica. HOBOKEN: Wiley, 2024,
75(4), s. 438-474. ISSN 0026-1386.
[Detail] GARDINI, Laura, Davide RADI, Noemi SCHMITT, Iryna SUSHKO a Frank WESTERHOFF. Bifurcation structures of a two-dimensional piecewise linear discontinuous map: analysis of a cobweb model with regime-switching expectations.
Nonlinear Dynamics. Vídeň: Springer, 2024,
112(17), s. 15601-15620. ISSN 0924-090X.
[Detail] NEDĚLA, David, Sergio Lozza ORTOBELLI a Tomáš TICHÝ. Mean–variance vs trend–risk portfolio selection.
Review of Managerial Science. Springer Science and Business Media Deutschland GmbH, 2024,
18(7), s. 2047-2078. ISSN 1863-6683.
[Detail] MIROSHNIKOV, A.I. a Tomáš TICHÝ. A new species of the genus Pseudogaurotina Plavilstshikov, 1958 (Coleoptera: Cerambycidae: Lepturinae: Rhagiini) from South Korea.
Russian Entomological Journal. Moskva: KMK Scientific Press, 2024,
33(2), s. 214-219. ISSN 0132-8069.
[Detail] HOSSEINZADEH, Mohammad Mehdi, Sergio Lozza ORTOBELLI, Farhad Hosseinzadeh LOTFI a Vittorio MORIGGIA. Portfolio optimization with asset preselection using data envelopment analysis.
Central European Journal of Operations Research. Vídeň: Springer, 2023,
31(1), s. 287-310. ISSN 1435-246X.
[Detail] GARDINI, Laura, Davide RADI, Noemi SCHMITT, Iryna SUSHKO a Frank WESTERHOFF. A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures.
Chaos, Solitons & Fractals. San Diego: Elsevier, 2023,
176(November), s. 114143. ISSN 0960-0779.
[Detail] ANUFRIEV, Mikhail, Tomáš TICHÝ, Fabio Giovanni LAMANTIA a Davide RADI. An asset pricing model with accuracy-driven evolution of heterogeneous expectations.
Communications in Nonlinear Science and Numerical Simulation. San Diego: Elsevier, 2023,
117(February), s. 106975. ISSN 1007-5704.
[Detail] PURIFICATO, F. a Mauro SODINI. Debt stabilisation and dynamic interaction between monetary and fiscal policy: In medio stat virtus.
Communications in Nonlinear Science and Numerical Simulation. San Diego: Elsevier, 2023,
118(April), s. 106980. ISSN 1007-5704.
[Detail] TORRI, Gabriele a Rosella GIACOMETTI. Financial contagion in banking networks with community structure.
Communications in Nonlinear Science and Numerical Simulation. Elsevier, 2023,
117(February), s. 106924. ISSN 1007-5704.
[Detail] CARAVAGGIO, Andrea a Mauro SODINI. Environmental sustainability, nonlinear dynamics and chaos reloaded: 0 matters!.
Communications in Nonlinear Science and Numerical Simulation. San Diego: Elsevier, 2023,
117(February), s. 106908. ISSN 1007-5704.
[Detail] HERYÁN, Tomáš, Martina NOVOTNÁ, Petr GURNÝ a Aleš KRESTA. Heterogeneity in financial performance caused by the COVID-19 pandemic: Food producers in Czechia.
Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2023,
26(4), s. 63-74. ISSN 1212-3951.
[Detail] WU, Xiaojuan, Dana DLUHOŠOVÁ a Zdeněk ZMEŠKAL. The moderating role of a corporate life cycle with the impact of economic value-added on corporate social responsibility: Evidence from China?s listed companies.
Emerging Markets Review. San Diego: Elsevier, 2023,
55(june), s. 101021. ISSN 1566-0141.
[Detail] ZMEŠKAL, Zdeněk, Dana DLUHOŠOVÁ, Karolina LISZTWANOVÁ, Antonín PONČÍK a Iveta RATMANOVÁ. Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy.
Forecasting. BASEL: MDPI Open Access Publishing, 2023,
5(2), s. 453-471. ISSN 2571-9394.
[Detail] DVOŘÁČKOVÁ, Hana, Tomáš TICHÝ a M. JOCHEC. How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets-Experimental Finance Evidence.
Journal of Behavioral Finance. Oslo: Taylor & Francis, 2023,
24(3), s. 290-302. ISSN 1542-7560.
[Detail] GARDINI, Laura a Davide RADI. Border collision bifurcations in a piecewise linear duopoly model.
Journal of Difference Equations and Applications. Oslo: Taylor & Francis, 2023,
29(9-12), s. 1065 - 1093. ISSN 1023-6198.
[Detail] ANUFRIEV, Mikhail, Kirill BORISSOV a Mikhail PAKHNIN. Dissonance minimization and conversation in social networks.
Journal of Economic Behavior and Organization. San Diego: Elsevier, 2023,
215(November), s. 167-191. ISSN 0167-2681.
[Detail] GARDINI, Laura, Davide RADI, Noemi SCHMITT, Iryna SUSHKO a Frank WESTERHOFF. Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits.
Journal of Economic Behavior and Organization. San Diego: Elsevier, 2023,
210(June), s. 342-359. ISSN 0167-2681.
[Detail] GIACOMETTI, Rosella, Gabriele TORRI, Kamonchai RUJIRARANGSAN a Michela CAMELETTI. Spatial Multivariate GARCH Models and Financial Spillovers.
Journal of Risk and Financial Management. MDPI Open Access Publishing, 2023,
16(9), s. 397. ISSN 1911-8066.
[Detail] LANDO, Tommaso, Idir ARAB a Paulo Eduardo OLIVEIRA. Transform orders and stochastic monotonicity of statistical functionals.
Scandinavian Journal of Statistics. Malden: Wiley-Blackwell, 2023,
50(3), s. 1183-1200. ISSN 0303-6898.
[Detail] LANDO, Tommaso. Testing departures from the increasing hazard rate property.
Statistics and Probability Letters. San Diego: Elsevier, 2023,
193(February), s. 109736. ISSN 0167-7152.
[Detail] KOREŇOVÁ, L., Petr GURNÝ, J. HVORECKÝ, Petr LŮŽEK a Petr ROZEHNAL. Virtual Reality Retooling Humanities Courses: Finance and Marketing Experience at a Czech University.
Applied Sciences. Basilej: MDPI Open Access Publishing, 2022,
12(19), s. nestránkováno. ISSN 2076-3417.
[Detail] BAIARDI, Lorenzo Cerboni a Fabio Giovanni LAMANTIA. Oligopoly dynamics with isoelastic demand: The joint effects of market saturation and strategic delegation.
Chaos, Solitons & Fractals. San Diego: Elsevier, 2022,
158(May), s. 112057. ISSN 0960-0779.
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Chaos, Solitons & Fractals. San Diego: Elsevier, 2022,
161(August), s. 112303. ISSN 0960-0779.
[Detail] KOUAISSAH, Noureddine, Sergio Lozza ORTOBELLI a Ikram JEBABLI. Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach.
Computational Economics. Dordrecht: Springer Netherlands, 2022,
60(3), s. 833-859. ISSN 0927-7099.
[Detail] TICHÝ, Tomáš, Linh NGUYEN, Michal HOLCAPEK, Aleš KRESTA a Hana DVOŘÁČKOVÁ. Quarterly sales analysis using linguistic fuzzy logic with weather data.
Expert Systems with Applications. Oxford: PERGAMON-ELSEVIER SCIENCE LTD, 2022,
203(1), s. 117345. ISSN 0957-4174.
[Detail] ZMEŠKAL, Zdeněk, Dana DLUHOŠOVÁ, Petr GURNÝ a Aleš KRESTA. Generalised soft multi-mode real options model (fuzzy-stochastic approach).
Expert Systems with Applications. PERGAMON-ELSEVIER SCIENCE LTD, 2022,
192(15 April 2022), s. 1-9. ISSN 0957-4174.
[Detail] TORRI, Gabriele, Davide RADI a Hana DVOŘÁČKOVÁ. Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach.
Finance Research Letters. San Diego: Academic Press, Elsevier Science Inc, 2022,
47(June), s. 102718. ISSN 1544-6123.
[Detail] KOPA, Miloš, Audrius KABAŠINSKAS a Kristina ŠUTIENĖ. A stochastic dominance approach to pension-fund selection.
IMA Journal of Management Mathematics. Oxford: Oxford University Press, 2022,
33(1), s. 139-160. ISSN 1471-678X.
[Detail] DLUHOŠOVÁ, Dana, Jan POREMSKI, Antonín PONČÍK a Zdeněk ZMEŠKAL. Estimation Cost of Equity under Small Open Integrated Economy.
International Journal of Entrepreneurship. Allied Academies, 2022,
26(2), s. 1-7. ISSN 1099-9264.
[Detail] ZMEŠKAL, Zdeněk, Dana DLUHOŠOVÁ, Petr GURNÝ a Haochen GUO. Soft Bond Game Options Valuation in Discrete Time Using a Fuzzy-Stochastic Approach.
International Journal of Fuzzy Systems. Heidelberg: Springer Heidelberg, 2022,
24(5), s. 2215–2228. ISSN 1562-2479.
[Detail] ANTOCI, Angelo, Fabio SABATINI, Pier Luigi SACCO a Mauro SODINI. Experts vs. policymakers in the COVID-19 policy response.
Journal of Economic Behavior and Organization. San Diego: Elsevier, 2022,
201(September), s. 22-39. ISSN 0167-2681.
[Detail] GARDINI, L, Davide RADI, N SCHMITT, I SUSHKO a F WESTERHOFF. Causes of fragile stock market stability.
Journal of Economic Behavior and Organization. San Diego: Elsevier, 2022,
200(1), s. 483-498. ISSN 0167-2681.
[Detail] GARDINI, L., Davide RADI, N. SCHMITT, I. SUSHKO a F. WESTERHOFF. Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions.
Journal of Economic Dynamics and Control. San Diego: Elsevier, 2022,
145(104545), s. nestránkováno. ISSN 0165-1889.
[Detail] CARAVAGGIO, A. a Mauro SODINI. Local environmental quality and heterogeneity in an OLG agent-based model with spatial externalities.
Journal of Economic Interaction and Coordination. Heidelberg: Springer Heidelberg, 2022,
17(1), s. 287-317. ISSN 1860-711X.
[Detail] BISCHI, G.I. a Fabio Giovanni LAMANTIA. Evolutionary oligopoly games with cooperative and aggressive behaviors.
Journal of Economic Interaction and Coordination. Heidelberg: Springer Heidelberg, 2022,
17(1), s. 3-27. ISSN 1860-711X.
[Detail] TICHÝ, Tomáš, Davide RADI a Fabio Giovanni LAMANTIA. Hybrid evolutionary oligopolies and the dynamics of corporate social responsibility.
Journal of Economic Interaction and Coordination. Heidelberg: Springer Heidelberg, 2022,
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[Detail] GORI, Luca, Piero MANFREDI, Simone MARSIGLIO a Mauro SODINI. COVID-19 epidemic and mitigation policies: Positive and normative analyses in a neoclassical growth model.
Journal of Public Economic Theory. Čeng-čou: Wiley, 2022,
24(5), s. 968-992. ISSN 1097-3923.
[Detail] LANDO, Tommaso, Idir ARAB a Paulo Eduardo OLIVEIRA. Properties of increasing odds rate distributions with a statistical application.
Journal of Statistical Planning and Inference. San Diego: Elsevier, 2022,
221(December), s. 313-325. ISSN 0378-3758.
[Detail] CARAVAGGIO, Andrea, Luca GORI a Mauro SODINI. Monopolistic Dynamics with Endogenous Product Differentiation.
Mathematics. Basilej: MDPI Open Access Publishing, 2022,
10(3), s. nestránkováno. ISSN 2227-7390.
[Detail] GARDINI, L., Davide RADI, N. SCHMITT, I. SUSHKO a F. WESTERHOFF. Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map.
SIAM Journal on Applied Dynamical Systems. Philadelphia: SIAM PUBLICATIONS, 2022,
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[Detail] LANDO, Tommaso. Testing convexity of the generalised hazard function.
Statistical Papers. Vídeň: Springer, 2022,
63(4), s. 1271-1289. ISSN 0932-5026.
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Statistics and Probability Letters. San Diego: Elsevier, 2022,
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[Detail] HOZMAN, Jiri a Tomáš TICHÝ. Option valuation under the VG process by a DG method.
Applications of Mathematics. Praha: Matematický ústav AV ČR, 2021,
66(6), s. 857-886. ISSN 0862-7940.
[Detail] ANTOCI, A., M. GALEOTTI a Mauro SODINI. Environmental degradation and indeterminacy of equilibrium selection.
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B. Springfield: AMER INST MATHEMATICAL SCIENCES-AIMS, 2021,
26(11), s. 5755-5767. ISSN 1531-3492.
[Detail] CARAVAGGIO, A., Baiardi L. CERBONI a Mauro SODINI. A note on symmetry breaking in a non linear marketing model.
Decisions in Economics and Finance. Milán: Springer, 2021,
44(2), s. 507-531. ISSN 1593-8883.
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Decisions in Economics and Finance. Milán: Springer, 2021,
44(2), s. 559-577. ISSN 1593-8883.
[Detail] WU, Xiaojuan, Dana DLUHOŠOVÁ a Zdeněk ZMEŠKAL. Corporate Social Responsibility and Profitability: The Moderating Role of Firm Type in Chinese Appliance Listed Companies.
ENERGIES. BASEL: MDPI, 2021,
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[Detail] DOMINGUEZ MARTIN, Maria Ruth a S. VITALI. Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources.
Energy. San Diego: Elsevier, 2021,
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[Detail] DOMINGUEZ MARTIN, Maria Ruth, S. VITALI, M. CARRIÓN a V. MORIGGIA. Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints.
Energy Economics. San Diego: Elsevier, 2021,
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[Detail] ANTOCI, Angelo, Simone BORGHESI, Gianluca IANNUCCI a Mauro SODINI. Should I stay or should I go? Carbon leakage and ETS in an evolutionary model.
Energy Economics. San Diego: Elsevier, 2021,
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[Detail] MALAVASI, M., Sergio Lozza ORTOBELLI a S. TRÜCK. Second order of stochastic dominance efficiency vs mean variance efficiency.
European Journal of Operational Research. New York: Elsevier Science, 2021,
290(3), s. 1192-1206. ISSN 0377-2217.
[Detail] TICHÝ, Tomáš a M.-Y. LIN. Description Of Two New Species Of Cerambycidae (Coleoptera) From Northwestern Yunnan (China).
Far Eastern Entomologist. Vladivostok: Rossijskaja akademija nauk, 2021,
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IMA Journal of Management Mathematics. Oxford: Oxford University Press, 2021,
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Journal of Cleaner Production. San Diego: Elsevier, 2021,
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Journal of Economic Dynamics and Control. San Diego: Elsevier, 2021,
127(June), s. 104125. ISSN 0165-1889.
[Detail] DVOŘÁČKOVÁ, Hana, Xiaoshan FENG, Biwei GUAN a Tomáš TICHÝ. Global warming and (Insured) losses from natural catastrophes.
Journal of Environmental Protection and Ecology. Sofie: SciBulCom, 2021,
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[Detail] RADI, Davide, Fabio Giovanni LAMANTIA a Bischi G. ITALO. OFFSHORING, RESHORING, UNEMPLOYMENT, AND WAGE DYNAMICS IN A TWO-COUNTRY EVOLUTIONARY MODEL.
Macroeconomic Dynamics. New York: Cambridge University Press, 2021,
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Manchester School. Čeng-čou: Wiley, 2021,
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Quantitative Finance. Taylor & Francis, 2021,
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Rivista di Matematica per le Scienze Economiche e Sociali. Milán: Italian Association of Mathematics Applied to Economic and Social Sciences, 2021,
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Statistics. Philadelphia: Taylor & Francis, 2021,
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Statistics and Probability Letters. San Diego: Elsevier, 2021,
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Annals of Operations Research. Springer, 2020,
292(2), s. 833-848. ISSN 0254-5330.
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Axioms. BASEL: MDPI Open Access Publishing, 2020,
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Business Systems Research Journal. Society for advancing business & information technology, 2020,
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Chaos, Solitons & Fractals. San Diego: Elsevier, 2020,
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Computational Management Science. Springer, 2020,
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Computers and Industrial Engineering. PERGAMON-ELSEVIER SCIENCE LTD, 2020,
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Economic Computation and Economic Cybernetics Studies and Research. Editura Academia de studii economice, 2020,
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Economics Bulletin. Economics Bulletin, 2020,
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[Detail] KOŘENÁ, Kateřina. Security for Old Age with a Focus on Pension Reform in the Czech Republic.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2020,
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Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2020,
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Engineering Structures. Elsevier, 2020,
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European Journal of Operational Research. Elsevier Science, 2020,
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IMA Journal of Management Mathematics. Oxford: Oxford University Press, 2020,
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International Journal of Economic Sciences. Prague: International Institute of Social and Economic Sciences, 2020,
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International Journal of Monetary Economics and Finance. Ženeva: Inderscience Publishers, 2020,
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International Journal of Production Economics. San Diego: Elsevier, 2020,
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Journal of Economic Behavior and Organization. San Diego: Elsevier, 2020,
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[Detail] BALLESTRA, Luca Vincenzo, Graziella PACELLI a Davide RADI. Modeling CDS spreads: A comparison of some hybrid approaches.
Journal of Empirical Finance. San Diego: Elsevier, 2020,
57(1), s. 107-124. ISSN 0927-5398.
[Detail] TICHÝ, Tomáš a J. HOZMAN. Pricing of options on european CO2 allowance futures using discontinous Galerkin method.
Journal of Environmental Protection and Ecology. Sofie: SciBulCom, 2020,
21(5), s. 1639-1645. ISSN 1311-5065.
[Detail] LANDO, Tommaso a Lucio BERTOLI-BARSOTTI. Distorted stochastic dominance: A generalized family of stochastic orders.
Journal of Mathematical Economics. Lausanne: Elsevier Science SA, 2020,
90(october), s. 132-139. ISSN 0304-4068.
[Detail] HOZMAN, Jiri a Tomáš TICHÝ. The discontinuous Galerkin method for discretely observed Asian options.
Mathematical Methods in the Applied Sciences. New York: Wiley, 2020,
43(13), s. 7726-7746. ISSN 0170-4214.
[Detail] LANDO, Tommaso a Lucio BERTOLI-BARSOTTI. Stochastic dominance relations for generalised parametric distributions obtained through composition.
Metron. Springer, 2020,
78(3), s. 297-311. ISSN 0026-1424.
[Detail] BISCHI, Gian Italo, Fabio Giovanni LAMANTIA a Bruno SCARDAMAGLIA. On the influence of memory on complex dynamics of evolutionary oligopoly models.
Nonlinear Dynamics. Springer, 2020,
102(2), s. 1097-1110. ISSN 0924-090X.
[Detail] ANUFRIEV, M., L. GARDINI a Davide RADI. Chaos, border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents.
Nonlinear Dynamics. Vídeň: Springer, 2020,
102(2), s. 993-1017. ISSN 0924-090X.
[Detail] KOUAISSAH, Noureddine a Amine HOCINE. XOR analytic hierarchy process and its application in the renewable energy sector.
Omega. PERGAMON-ELSEVIER SCIENCE LTD, 2020,
97(december), s. 102082. ISSN 0305-0483.
[Detail] LANDO, Tommaso a Lucio BERTOLI-BARSOTTI. Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics.
Statistics and Probability Letters. Elsevier, 2020,
april(159), s. 108691. ISSN 0167-7152.
[Detail] LIN, Meiying a Tomáš TICHÝ. Description of the twelfth species of the genus Thermistis Pascoe, 1867 (Coleoptera: Cerambycidae: Lamiinae: Saperdini).
Zootaxa. Lukes: Magnolia Press, 2020,
4750(1), s. 147-150. ISSN 1175-5326.
[Detail] POLAK, P., C. NELISCHER, Haochen GUO a D.C. ROBERTSON. "Intelligent" finance and treasury management: what we can expect.
AI & Society. Vídeň: Springer, 2019, s. nestránkováno. ISSN 0951-5666.
[Detail] BOROVCOVÁ, Martina a Zuzana FOLVARSCHI. PERFORMANCE INDICATORS ASSESSMENT OF INSURANCE COMPANIES IN NON-LIFE INSURANCE BY APPLYING DECOMPOSITION MULTI-CRITERIA METHODS.
Acta academica karviniensia. Slezská univerzita v Opavě, OPF Karviná, 2019,
XIX(4), s. 5-17. ISSN 1212-415X.
[Detail] ORTOBELLI, Sergio Lozza, Noureddine KOUAISSAH a Tomáš TICHÝ. On the use of conditional expectation in portfolio selection problems.
Annals of Operations Research. Tokio: Springer, 2019,
274(1-2), s. 501-530. ISSN 0254-5330.
[Detail] HOZMAN, J., Tomáš TICHÝ a M. VLASÁK. DG Method for Pricing European Options under Merton Jump-Diffusion Model.
Applications of Mathematics. Praha: Matematický ústav AV ČR, 2019,
64(5), s. 501-530. ISSN 0862-7940.
[Detail] KRESTA, Aleš a Tomáš TICHÝ. On the impact of distributional assumptions for operational risk modelling.
Chimica Oggi. Milán: Teknoscienze, 2019,
37(1), s. 39-43. ISSN 0392-839X.
[Detail] RUSSO, V. a Gabriele TORRI. Calibration of one-factor and two-factor Hull-White models using swaptions.
Computational Management Science. Tokio: Springer, 2019,
16(1-2), s. 275-295. ISSN 1619-697X.
[Detail] ORTOBELLI, Sergio Lozza, E. ANGELELLI a A. NDOCI. Timing portfolio strategies with exponential Lévy processes.
Computational Management Science. Tokio: Springer, 2019,
16(1-2), s. 97-127. ISSN 1619-697X.
[Detail] TORRI, Gabriele, Rosella GIACOMETTI a S. PATERLINI. Sparse precision matrices for minimum variance portfolios.
Computational Management Science. Vídeň: Springer, 2019,
16(3), s. 375-400. ISSN 1619-697X.
[Detail] NOVOTNÁ, Martina. Modelling of Rating Downgrades Based on Multiple Failure-Time Data.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2019,
22(2), s. 45-56. ISSN 1212-3951.
[Detail] LANDO, Tommaso, Michaela STANÍČKOVÁ a Jiří FRANEK. Parametric families for the Lorenz curve: An analysis of income distribution in the European countries.
Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2019,
21(2), s. 51-60. ISSN 1212-3951.
[Detail] LISZTWANOVÁ, Karolina a Iveta RATMANOVÁ. Assessment of Factors Affecting Corporate Income Tax of Selected Sectors in the Czech Republic.
Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2019,
22(2), s. 57-66. ISSN 1212-3951.
[Detail] BRANŽOVSKÝ, Jiří a Josef NOVOTNÝ. Influence of the macroeconomic variables to the stock markets: Case for China and India.
Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2019,
22(2019), s. 67-76. ISSN 1212-3951.
[Detail] BARAK, Sasan a Taha MOKFI. Evaluation and selection of clustering methods using a hybrid group MCDM.
Expert Systems with Applications. Oxford: PERGAMON-ELSEVIER SCIENCE LTD, 2019,
138(Prosinec), s. nestránkováno. ISSN 0957-4174.
[Detail] BOROVCOVÁ, Martina a Adéla ŠPAČKOVÁ. Determination and Verification of the Key Assessment Indicators for the Insurance Market by Applying the Decomposition Multi-attribute Methods and Regression Analysis.
Financial Assets and Investing. Ekonomicko-správní fakulta MU, 2019,
10/1/2019(1/2019), s. 5-24. ISSN 1804-5081.
[Detail] BERTOLI-BARSOTTI, L. a Tommaso LANDO. How mean rank and mean size may determine the generalised Lorenz curve: With application to citation analysis.
Journal of Informetrics. New York: Elsevier Science, 2019,
13(1), s. 387-396. ISSN 1751-1577.
[Detail] MORIGGIA, Vittorio, Miloš KOPA a Sebastiano VITALI. Pension fund management with hedging derivatives, stochastic dominance and nodal contamination.
Omega. Oxford: PERGAMON-ELSEVIER SCIENCE LTD, 2019,
87(1), s. 127-141. ISSN 0305-0483.
[Detail] DVOŘÁČKOVÁ, Hana, M. JOCHEC a Tomáš TICHÝ. Disposition effect in currency trading: An evidence from experimental student games.
Revista de Cercetare si Interventie Sociala. Jasy: Lumen, 2019,
64(2), s. 246-261. ISSN 1583-3410.
[Detail] GIOVANNI, D.D., Fabio Giovanni LAMANTIA a M. PEZZINO. A behavioral model of evolutionary dynamics and optimal regulation of tax evasion.
Structural Change and Economic Dynamics. San Diego: Elsevier, 2019,
50(1), s. 79-89. ISSN 0954-349X.
[Detail] ORTOBELLI, Sergio Lozza, S. VITALI, Marco CASSADER a Tomáš TICHÝ. Portfolio selection strategy for fixed income markets with immunization on average.
Annals of Operations Research. New York: Springer, 2018,
260(1-2), s. 395-415. ISSN 0254-5330.
[Detail] ORTOBELLI, Sergio Lozza, Wing-Keung WONG, Frank J. FABOZZI a Martin EGOZCUE. Diversification versus optimality: is there really a diversification puzzle?.
Applied Economics. Philadelphia: Taylor & Francis, 2018,
50(43), s. 4671-4693. ISSN 0003-6846.
[Detail] CHANG, C.-P., J. WEN, M. ZHENG, Minyi DONG a Y. HAO. Is higher government efficiency conducive to improving energy use efficiency? Evidence from OECD countries.
Economic Modelling. Elsevier, 2018,
72(June), s. 65-77. ISSN 0264-9993.
[Detail] HOZMAN, Jiří, Aleš KRESTA a Tomáš TICHÝ. Numerical Pricing American-style Options within the Black-Scholes Framework.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2018,
22(4), s. 117-123. ISSN 1212-3951.
[Detail] HOZMAN, J, D ČERNÁ, M HOLČAPEK, Tomáš TICHÝ a R VALÁŠEK. Modern numerical methods for a simple vanilla option pricing problem.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2018,
21(1), s. 21-30. ISSN 1212-3951.
[Detail] DVOŘÁČKOVÁ, Hana, Aleš KRESTA a Tomáš TICHÝ. Sales Prediction in the Ice Category Applying Fuzzy Sets Theory.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2018,
21(2), s. 35-41. ISSN 1212-3951.
[Detail] VALECKÝ, Jiří a Lucie HANELOVÁ. Setting the optimal limit value of motor insurance coverage by stochastic optimization.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2018,
21(1), s. 5-12. ISSN 1212-3951.
[Detail] TORRI, Gabriele, Rosella GIACOMETTI a Sandra PATERLINI. Robust and sparse banking network estimation.
European Journal of Operational Research. New York: Elsevier Science, 2018,
270(1), s. 51-65. ISSN 0377-2217.
[Detail] HOLČAPEK, Michal, Linh NGUYEN a Tomáš TICHÝ. Polynomial alias higher degree fuzzy transform of complex-valued functions.
Fuzzy sets and systems. SAN DIEGO: Elsevier, 2018,
342(July), s. 1-31. ISSN 0165-0114.
[Detail] BARAK, Sasan a Jalil Heidary DAHOOEI. A novel hybrid fuzzy DEA-Fuzzy MADM method for airlines safety evaluation.
Journal of Air Transport Management. SAN DIEGO: Elsevier, 2018,
73(October), s. 134-149. ISSN 0969-6997.
[Detail] HOZMAN, Jiri a Tomáš TICHÝ. DG framework for pricing European options under one-factor stochastic volatility models.
Journal of computational and applied mathematics. SAN DIEGO: Elsevier, 2018,
344(December), s. 585-600. ISSN 0377-0427.
[Detail] RUSÝ, Tomáš a Miloš KOPA. AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY.
Kybernetika. KYBERNETIKA, 2018,
54(6), s. 1247-1263. ISSN 0023-5954.
[Detail] HOCINE, Amine, Noureddine KOUAISSAH, Samir BETTAHAR a Mohamed BENBOUZIANE. Optimizing renewable energy portfolios under uncertainty: A multi-segment fuzzy goal programming approach.
Renewable Energy. PERGAMON-ELSEVIER SCIENCE LTD, 2018,
129(december), s. 540-552. ISSN 0960-1481.
[Detail] LAMANTIA, Fabio Giovanni, Anghel NEGRIU a Jan TUINSTRA. Technology choice in an evolutionary oligopoly game.
Rivista di Matematica per le Scienze Economiche e Sociali. Milán: Italian Association of Mathematics Applied to Economic and Social Sciences, 2018,
41(2), s. 335-356. ISSN 1593-8883.
[Detail] ANUFRIEV, Mikhail, Davide RADI a Fabio TRAMONTANA. Some reflections on past and future of nonlinear dynamics in economics and finance.
Rivista di Matematica per le Scienze Economiche e Sociali. Milán: Italian Association of Mathematics Applied to Economic and Social Sciences, 2018,
41(2), s. 91-118. ISSN 1593-8883.
[Detail] MIROSHNIKOV, A.I. a Tomáš TICHÝ. A new genus and species of the longicorn beetle tribe Tillomorphini Lacordaire, 1868 (Coleoptera: Cerambycidae) from India.
Russian Entomological Journal. Moskva: KMK Scientific Press, 2018,
27(2), s. 153-155. ISSN 0132-8069.
[Detail] MIROSHNIKOV, A.I. a Tomáš TICHÝ. 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.
Russian Entomological Journal. Moskva: KMK Scientific Press, 2018,
27(3), s. 277-280. ISSN 0132-8069.
[Detail] GULIAK, Roman a Militsa VOLKOVA. Two-Based Approach to Regional Potential Measurement in Developing Countries. Actual problems of economics.
Actual Problems of Economics. National Academy of Management, 2017,
2(188), s. 333-345. ISSN 1993-6788.
[Detail] HOZMAN, Jiri a Tomáš TICHÝ. DG METHOD FOR NUMERICAL PRICING OF MULTI-ASSET ASIAN OPTIONS—THE CASE OF OPTIONS WITH FLOATING STRIKE.
Applications of Mathematics. Praha: Matematický ústav AV ČR, 2017,
62(2), s. 171-195. ISSN 0862-7940.
[Detail] HOZMAN, Jiří a Tomáš TICHÝ. DG method for numerical pricing of two-asset European style Asian options with fixed strike.
Applications of Mathematics. Matematický ústav AV ČR, 2017,
62(6), s. 607-632. ISSN 0862-7940.
[Detail] ORTOBELLI, Sergio Lozza, Noureddine KOUAISSAH a Tomáš TICHÝ. On the impact of conditional expectation estimators in portfolio theory.
Computational Management Science. Singapur: Springer, 2017,
14(4), s. 535-557. ISSN 1619-697X.
[Detail] KOPA, Miloš, Sebastiano VITALI, Tomáš TICHÝ a R. HENDRYCH. Implied volatility and state price density estimation: arbitrage analysis.
Computational Management Science. Singapur: Springer, 2017,
14(4), s. 559-583. ISSN 1619-697X.
[Detail] MIKULEC, Ondřej. Use of multiple correspondence analysis to identify influence of risk attitude on trading behavior.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2017,
Volume XX(2), s. 53-60. ISSN 1212-3951.
[Detail] VITALI, Sebastiano, Miloš KOPA a Tomáš TICHÝ. State price density estimation for options with dividend yields.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2017,
20(3), s. 81-90. ISSN 1212-3951.
[Detail] NOVOTNÁ, Martina a Jin ZENG. Evidence of the Weekday Effect Anomaly in the Chinese Stock Market.
Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2017,
20(4), s. 133-144. ISSN 1212-3951.
[Detail] GURNÝ, Petr, Dagmar RICHTAROVÁ a Miroslav ČULÍK. 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. VŠB - TU Ostrava, Ekonomická fakulta, 2017,
XX(1), s. 17-28. ISSN 1212-3951.
[Detail] KRESTA, Aleš a Karolina LISZTWANOVÁ. Break-even Analysis under Randomness with Heavy-tailed Distribution.
Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2017,
20(3), s. 91-98. ISSN 1212-3951.
[Detail] ORTOBELLI, Sergio Lozza, Filomena PETRONIO a Tommaso LANDO. A portfolio return definition coherent with the investors' preferences.
IMA Journal of Management Mathematics. Oxford: Oxford University Press, 2017,
28(3), s. 451-466. ISSN 1471-678X.
[Detail] BARAK, Sasan, A. ARJMAND a Sergio Lozza ORTOBELLI. Fusion of multiple diverse predictors in stock market.
Information Fusion. New York: Elsevier Science, 2017,
36(2017), s. 90-102. ISSN 1566-2535.
[Detail] ČULÍK, Miroslav a Petr GURNÝ. Assessing Hard Coal Mining: An Application with Abandonment in the Czech Republic.
International Journal of Mining and Mineral Engineering. Inderscience Publishers, 2017,
8(3), s. 187-206. ISSN 1754-890X.
[Detail] ORTOBELLI, Sergio Lozza, V. MORIGGIA, S. CIRELLI a Sebastiano VITALI. A conservative discontinuous target volatility strategy.
International Research Journal: Investment Management and Financial Innovations. Sumy: Business Perspectives, 2017,
14(2), s. 176-190. ISSN 1810-4967.
[Detail] LANDO, Tommaso a Lucio BERTOLI-BARSOTTI. Measuring the citation impact of journals with generalized Lorenz curves.
Journal of Informetrics. New York: Elsevier Science, 2017,
11(3), s. 689-703. ISSN 1751-1577.
[Detail] KRESTA, Aleš, Tomáš TICHÝ a Mehdi TOLOO. Posouzení modelů odhadu tržního rizika s využitím DEA přístupu.
Politická ekonomie. Vysoká škola ekonomická v Praze, 2017,
65(2), s. 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. Vysoká škola ekonomická v Praze, 2017,
26(4), s. 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. Varšava: Masarykova univerzita, 2017,
17(1), s. 25-56. ISSN 1213-2446.
[Detail] BERTOLI-BARSOTTI, Lucio a Tommaso LANDO. A theoretical model of the relationship between the h-index and other simple citation indicators.
Scientometrics. Springer, 2017,
111(3), s. 1415-1448. ISSN 0138-9130.
[Detail] BERTOLI-BARSOTTI, Lucio a Tommaso LANDO. The h-index as an almost-exact function of some basic statistics.
Scientometrics. Singapur: Springer, 2017,
113(2), s. 1209-1228. ISSN 0138-9130.
[Detail] VALECKÝ, Jiří. Modelling claim frequency in vehicle insurance.
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. Mendelova zemědělská a lesnická univerzita v Brně, 2016,
64(2), s. 683-689. ISSN 1211-8516.
[Detail] ZELINKOVÁ, Kateřina a Aleš KRESTA. Stanovení Value at Risk a Conditional Value at Risk za předpokladu eliptických rozdělení pravděpodobnosti.
Acta academica karviniensia. Slezská univerzita v Opavě, OPF Karviná, 2016,
16(2), s. 95-105. ISSN 1212-415X.
[Detail] KRESTA, Aleš a Tomáš TICHÝ. Selection of efficient market risk models: Backtesting results evaluation with DEA approach.
Computers and Industrial Engineering. Oxford: PERGAMON-ELSEVIER SCIENCE LTD, 2016,
102(1), s. 331-339. ISSN 0360-8352.
[Detail] TICHÝ, Tomáš, Malavasi MATTEO, Previtalli ROBERTO a Sergio Lozza ORTOBELLI. Backtesting AVaR and VaR with a simulated copula.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2016,
19(1), s. 15-24. ISSN 1212-3951.
[Detail] HOZMAN, J. a Tomáš TICHÝ. On the impact of various formulations of the boundary condition within numerical option valuation by DG method.
Filomat. Niš: University of Niš, 2016,
30(15), s. 4253-4263. ISSN 0354-5180.
[Detail] HOLČAPEK, Michal, Michaela WRUBLOVÁ a Martin BACOVSKÝ. Quotient MI-groups.
Fuzzy sets and systems. Elsevier, 2016,
283(1), s. 1-25. ISSN 0165-0114.
[Detail] BARAK, Sasan a S.S. SADEGH. Forecasting energy consumption using ensemble ARIMA-ANFIS hybrid algorithm.
International Journal of Electrical Power & Energy Systems. SAN DIEGO: Elsevier, 2016,
82(November), s. 92-104. ISSN 0142-0615.
[Detail] ORTOBELLI, Sergio Lozza, Tommaso LANDO, Filomena PETRONIO a Tomáš TICHÝ. Asymptotic stochastic dominance rules for sums of i.i.d. random variables.
Journal of computational and applied mathematics. SAN DIEGO: Elsevier, 2016,
300(1), s. 432-448. ISSN 0377-0427.
[Detail] SHAHRIARI, M., N. SHOJA, A.E. ZADE, Sasan BARAK a M. SHARIFI. JIT single machine scheduling problem with periodic preventive maintenance.
Journal of industrial engineering international. Vídeň: Springer, 2016,
12(3), s. 299-310. ISSN 1735-5702.
[Detail] ORTOBELLI, Sergio Lozza, Tommaso LANDO, Filomena PETRONIO a Tomáš TICHÝ. Asymptotic Multivariate Dominance: A Financial Application.
Methodology and Computing in Applied Probability. Dordrecht: Springer Netherlands, 2016,
18(4), s. 1097-1115. ISSN 1387-5841.
[Detail] LANDO, Tommaso a Lucio BERTOLI-BARSOTTI. Weak orderings for intersecting Lorenz curves.
Metron. New York: Springer, 2016,
74(2), s. 177-192. ISSN 0026-1424.
[Detail] ČULÍK, Miroslav. Real options valuation with changing volatility.
Perspectives in Science. Elsevier, 2016,
7(March 2016), s. 10-18. ISBN 0-000-00000-0.
[Detail] BARAK, Sasan, Marziye YOUSEFI, Hamidreza MAGHSOUDLOU a Sanaz JAHANGIRI. Energy and GHG emissions management of agricultural systems using multi objective particle swarm optimization algorithm: a case study.
Stochastic Environmental Research and Risk Assessment. New York: Springer, 2016,
30(4), s. 1167-1187. ISSN 1436-3240.
[Detail] BARAK, Sasan, Marziye YOUSEFI, Hamidreza MAGHSOUDLOU a Sanaz JAHANGIRI. Energy and GHG emissions management of agricultural systems using multi objective particle swarm optimization algorithm: a case study.
Stochastic Environmental Research and Risk Assessment. Springer New York, Berlin, Heidelberg, Barcelona, Hong Kong, 2016,
30(4), s. 1167-1187. ISSN 1436-3240.
[Detail] KRESTA, Aleš. Application of Performance Ratios in Portfolio Optimization.
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. Mendelova zemědělská a lesnická univerzita v Brně, 2015,
63(6), s. 1969-1977. ISSN 1211-8516.
[Detail] ORTOBELLI, Sergio Lozza a Tomáš TICHÝ. On the impact of semidenite positive correlation measures in portfolio theory.
Annals of Operations Research. Springer, 2015,
235(1), s. 625-652. ISSN 0254-5330.
[Detail] KRESTA, Aleš a Kateřina ZELINKOVÁ. Backtesting of portfolio optimization with and without risk-free asset.
Ekonomická revue. Vysoká škola báňská - Technická univerzita Ostrava, 2015,
18(2), s. 75-81. ISSN 1212-3951.
[Detail] ŠULÍKOVÁ, Veronika, Mihajlo DJUKIĆ, Vladimír GAZDA, Denis HORVÁTH a Lumír KULHÁNEK. Asymmetric Impact of Public Debt on Economic Growth in Selected EU Countries.
Ekonomický časopis. Slovenská akademie věd, Ekonomický ústav, 2015,
63(9), s. 944-958. ISSN 0013-3035.
[Detail] BARAK, Sasan, Tomáš TICHÝ a J.H. DAHOOIE. Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick.
Expert Systems with Applications. Elsevier, 2015,
42(23), s. 9221. ISSN 0957-4174.
[Detail] BRAMBILLA, Chiara, Martin GURNÝ a Sergio Lozza ORTOBELLI. Structural credit risk models with Lévy processes: The VG and NIG cases.
Far East Journal of Mathematical Sciences. University of Allahabad, 2015,
97(1), s. 101-119. ISSN 0972-0871.
[Detail] KRESTA, Aleš. Application of GARCH-Copula Model in Portfolio Optimization.
Financial Assets and Investing. Ekonomicko-správní fakulta MU, 2015,
6(2), s. 7-20. ISSN 1804-5081.
[Detail] BERTOLI-BARSOTTI, Lucio a Tommaso LANDO. A geometric model for the analysis of citation distributions.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. North Atlantic University Union, 2015,
9(1), s. 315-319. ISSN 1998-0140.
[Detail] NOVOTNÁ, Martina. The effect of industry and corporate characteristics on bond rating.
Journal of Applied Economic Sciences. Spiru Haret University, 2015,
10(2), s. 223-233. ISSN 1843-6110.
[Detail] BERTOLI-BARSOTTI, Lucio a Tommaso LANDO. On a formula for the h-index.
Journal of Informetrics. Elsevier Science, 2015,
9(4), s. 762–776. ISSN 1751-1577.
[Detail] TOLOO, Mehdi a Tomáš TICHÝ. Two alternative approaches for selecting performance measures in data envelopment analysis.
Measurement. Elsevier, 2015,
65(1), s. 29-40. ISSN 0263-2241.
[Detail] ORTOBELLI, Sergio Lozza, Tomáš TICHÝ a Giacometti ROSELLA. Portfolio selection with uncertainty measures consistent with additive shifts.
Prague Economic Papers. Vysoká škola ekonomická v Praze, 2015,
24(1), s. 3-16. ISSN 1210-0455.
[Detail] BARTUSKOVÁ, Terezie, Marcela PAPALOVÁ a Aleš KRESTA. Selection of forecasting method: AHP approach.
Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration. Univerzita Pardubice, 2015,
XXII(34), s. 17-28. ISSN 1211-555X.
[Detail] BARAK, Sasan, Peyman AKHAVAN, Hamidreza MAGHSOUDLOU a Jurgita ANTUCHEVICIENE. FQSPM-SWOT for strategic alliance planning and partner selection; case study in a holding car manufacturer company.
Technological and Economic Development of Economy. Vilnius Gediminas Technical University, 2015,
21(2), s. 165-185. ISSN 2029-4913.
[Detail] KOUAISSAH, Noureddine a Sergio Lozza ORTOBELLI. Alternative methods to evaluate the arbitrage opportunities.
WSEAS Transactions on Business and Economics. WSEAS, 2015,
12(39), s. 416-425. ISSN 1109-9526.
[Detail] LANDO, Tommaso a Sergio Lozza ORTOBELLI. On the approximation of a conditional expectation.
WSEAS Transactions on Mathematics. WSEAS Press, 2015,
14(1), s. 237-247. ISSN 1109-2769.
[Detail] ORTOBELLI, Sergio Lozza a Tommaso LANDO. Independence tests based on the conditional expectation.
WSEAS Transactions on Mathematics. WSEAS Press, 2015,
14(1), s. 335-344. ISSN 1109-2769.
[Detail] TICHÝ, Tomáš, Barbora SZNAPKOVÁ a Eliška STIBOROVÁ. Comparison of market risk models with respect to suggested changes of Basel Accord.
Acta Oeconomica. Akadémiai Kiadó, 2014,
64(S2), s. 257-274. ISSN 0001-6373.
[Detail] TICHÝ, Tomáš a Miloš KOPA. No arbitrage condition of implied volatility and bandwidth selection.
Anthropologist. Kamla-Raj Enterprises, 2014,
17(3), s. 751-755. ISSN 0972-0073.
[Detail] PETRONIO, Filomena a Maria Teresa VESPUCCI. On load forecasting methodology and applications.
ECON – Journal of Economic, Management and Business. VŠB - Technická univerzita Ostrava, 2014,
24(3), s. 109-130. ISSN 1803-3865.
[Detail] CASSADER, Marco. Valuation of financial derivatives.
ECON – Journal of Economic, Management and Business. VŠB - Technická univerzita Ostrava, 2014,
24(3), s. 131-140. ISSN 1803-3865.
[Detail] HOZMAN, Jiří a Tomáš TICHÝ. 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. VŠB - Technická univerzita Ostrava, 2014,
24(3), s. 141-152. ISSN 1803-3865.
[Detail] ZMEŠKAL, Zdeněk a Dana DLUHOŠOVÁ. Output-oriented DEA model of company financial performance efficiency.
ECON – Journal of Economic, Management and Business. VŠB - Technická univerzita Ostrava, 2014,
24(1), s. 3-12. ISSN 1803-3865.
[Detail] GUO, Haochen. Currency risk of optimal partial hedging.
ECON – Journal of Economic, Management and Business. VŠB - Technická univerzita Ostrava, 2014,
24(2), s. 73-82. ISSN 1803-3865.
[Detail] PETROVÁ, Ingrid. Longevity risk management.
ECON – Journal of Economic, Management and Business. VŠB - Technická univerzita Ostrava, 2014,
24(2), s. 83-93. ISSN 1803-3865.
[Detail] LANDO, Tommaso, Filomena PETRONIO, Sergio Lozza ORTOBELLI a Almira BIGLOVA. Optimal portfolio performance with exchange-traded funds.
Ekonomická revue - Central European Review of Economics Issues. VŠB - TU Ostrava, Ekonomická fakulta, 2014,
17(1), s. 5-12. ISSN 1212-3951.
[Detail] BERTOLI-BARSOTTI, Lucio a Tommaso LANDO. A modified minimum divergence estimator: some preliminary results for the Rasch model.
Electronic Journal of Applied Statistical Analysis. ESE - Salento University Publishing, 2014,
7(1), s. 37-57. ISSN 2070-5948.
[Detail] TICHÝ, Tomáš a Miloš KOPA. Comparison of mean-risk efficient portfolios in Asia-Pacific capital markets.
Emerging Markets Finance and Trade. NY: Sharpe, 2014,
50(1), s. 226-240. ISSN 1540-496X.
[Detail] PETRONIO, Filomena, Sergio Lozza ORTOBELLI, Lidia TAMBORINI a Tommaso LANDO. Portfolio selection in the BRICs stocks markets using Markov processes.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. North Atlantic University Union, 2014,
8(1), s. 311-318. ISSN 1998-0140.
[Detail] CASSADER, Marco, Silvia CAGLIO, Sergio Lozza ORTOBELLI a Valeria CAVIEZEL. On the use of contingent claims in portfolio selection problems.
International Journal of Economics and Statistics. North Atlantic University Union, 2014,
2(2014), s. 220-229. ISSN 2309-0685.
[Detail] ČULÍK, Miroslav. Company valuation under risk and flexibility: discrete models comparison.
International Journal of Risk Assessment and Management. Geneva: Inderscience Publishers, 2014,
17(4), s. 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. World Academy of Science, Engineering and Technology, 2014,
8(12), s. 3557 - 3563. ISSN 1307-6892.
[Detail] BIGLOVA, Almira, Sergio Lozza ORTOBELLI a Frank FABOZZI. Portfolio selection in the presence of systemic risk.
Journal of Asset Management. Palgrave Macmillan Publishers Ltd., 2014,
15(2014), s. 285-299. ISSN 1470-8272.
[Detail] TOLOO, Mehdi a Aleš KRESTA. Finding the best asset financing alternative: A DEA–WEO approach.
Measurement. Oxford: Elsevier, 2014,
55(September), s. 288–294. ISSN 0263-2241.
[Detail] LANDO, Tommaso a Bertoli-Barsotti LUCIO. A New Bibliometric Index Based on the Shape of the Citation Distribution.
PLoS One. Public Library of Science, 2014,
9(12), s. 1-15. ISSN 1932-6203.
[Detail] TICHÝ, Tomáš, Filomena PETRONIO a Sergio Lozza ORTOBELLI. Dominance among financial markets.
WSEAS Transactions on Business and Economics. WSEAS, 2014,
11(1), s. 707-717. ISSN 1109-9526.
[Detail] LANDO, Tommaso a Lucio BERTOLI-BARSOTTI. Statistical Functionals Consistent with a Weak Relative Majorization Ordering: Applications to the Minimum Divergence Estimation.
WSEAS Transactions on Mathematics. WSEAS Press, 2014,
13(65), s. 666-675. ISSN 1109-2769.
[Detail] TICHÝ, Tomáš, Aleš KRESTA a Petra MATUŠKOVÁ. Backtesting results of international portfolio for an insurance company.
Actual Problems of Economics. Kijev: National Academy of Management, 2013,
3(2), s. 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. Ostrava: VŠB - Technická univerzita Ostrava, 2013,
23(1), s. 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. Ostrava: VŠB - Technická univerzita Ostrava, 2013,
23(2), s. 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. Bucuresti: Editura Academia de studii economice, 2013,
47(2), s. 67-83. ISSN 0424-267X.
[Detail] ANGELELLI, Enrico, Sergio Lozza ORTOBELLI a Gaetano IAQUINTA. An asymptotic Markovian approach to the portfolio selection problem.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. North Atlantic University Union, 2013,
7(11), s. 936-944. ISSN 1998-0140.
[Detail] ANGELELLI, Enrico, Sergio Lozza ORTOBELLI a Gaetano IAQUINTA. Volume-Return portfolio selection and large scale dimensional problems with bivariate Markov chains.
INTERNATIONAL JOURNAL OF MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES. North Atlantic University Union, 2013,
7(12), s. 984-992. ISSN 1998-0140.
[Detail] ORTOBELLI, Sergio Lozza, Haim SHALIT a Frank FABOZZI. Portfolio Selection Problems Consistent with Given Preference Orderings.
International Journal of Theoretical and Applied Finance. Singapore: World Scientific Publishing, 2013,
16(5), s. 1-38. ISSN 0219-0249.
[Detail] GURNÝ, Martin, Sergio Lozza ORTOBELLI a Rosella GIACOMETTI. Structural credit risk models with subordinated processes.
Journal of Applied Mathematics. New York: Hindawi, 2013,
2013(July), s. 1-12. ISSN 1110-757X.
[Detail] TICHÝ, Tomáš a Miloš KOPA. Efficiency analysis of several EU stock markets: mean-risk efficient portfolios.
Pakistan Journal of Statistics. Lahore: ISOSS PUBL, 2013,
29(5), s. 697-710. ISSN 1012-9367.
[Detail] GURNÝ, Petr a Martin GURNÝ. Comparison of Credit Scoring Models on Probability of Default Estimation for US Banks.
Prague Economic Papers. Praha: Vysoká škola ekonomická v Praze, 2013,
22(2), s. 163-181. ISSN 1210-0455.
[Detail] KRESTA, Aleš. Porovnání přesnosti modelování výnosů portfolia pro různá období na trhu.
Acta academica karviniensia. Karviná: Slezská univerzita v Opavě, OPF Karviná, 2012,
12(1), s. 101-114. ISSN 1212-415X.
[Detail] TICHÝ, Tomáš a Miloš KOPA. Concordance Measures and Second Order Stochastic Dominance – Portfolio Efficiency Analysis.
E+M Ekonomie a Management. Liberec: Technická univerzita v Liberci, 2012,
15(4), s. 110-120. ISSN 1212-3609.
[Detail] KRESTA, Aleš a Tomáš TICHÝ. Odhad tržního rizika na bází Lévyho modelů a časový horizont.
E+M Ekonomie a Management. Liberec: Technická univerzita v Liberci, 2012,
15(4), s. 147-158. ISSN 1212-3609.
[Detail] GUO, Haochen. Value at Risk of Distributions between normal and student t density estimation of portfolio.
ECON '12. Ostrava: Technical University of Ostrava, Faculty of Economics, 2012,
22(2), s. 82-88. ISSN 1803-3865.
[Detail] NOVOTNÁ, Martina. Estimating credit rating models by a logistic regression approach.
ECON '12. Ostrava: Technical University of Ostrava, Faculty of Economics, 2012,
21(1), s. 84-93. ISSN 1803-3865.
[Detail] VALECKÝ, Jiří a Eva SLIVKOVÁ. Mikroekonomický skóringový model úpadku českých podniků.
Ekonomická revue - Central European Review of Economics Issues. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2012,
15(1), s. 15-26. ISSN 1212-3951.
[Detail] TONINELLI, Daniele a Silvia BIFFIGNANDI. Analysis of two degree levels in terms of post-university employability.
Ekonomická revue - Central European Review of Economics Issues. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2012,
15(4), s. 237-253. ISSN 1212-3951.
[Detail] KRESTA, Aleš a Tomáš TICHÝ. International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions.
Finance a úvěr - Czech Journal of Economics and Finance. Praha: Karlova Univerzita, 2012,
62(2), s. 141-161. ISSN 0015-1920.
[Detail] TICHÝ, Tomáš a Aleš KRESTA. Some results on foreign equity portfolio risk backtesting via Lévy ordinary copula model.
Journal of Competitiveness. Zlín: Univerzita Tomáše Bati ve Zlíně, 2012,
4(2), s. 85-96. ISSN 1804-171X.
[Detail] TICHÝ, Tomáš, Eliška STIBOROVÁ a Barbora SZNAPKOVÁ. The power of subordinated lévy models to depict the arrival of innovative information at world FX market.
Pakistan Journal of Statistics. Lahore: ISOSS PUBL, 2012,
28(5), s. 777-792. ISSN 1012-9367.
[Detail] VREBOVÁ, Denisa a Markéta JAROTKOVÁ. Techniky zajištění komoditního rizika: Případ distribuce plynu.
Acta academica karviniensia. Karviná: Slezská univerzita v Opavě, OPF Karviná, 2011,
2012(3), s. 166-177. ISSN 1212-415X.
[Detail] KRESTA, Aleš. Solving cardinality constrained portfolio optimization problem by binary particle swarm optimization algorithm.
Acta academica karviniensia. Karviná: Slezská univerzita v Opavě, OPF Karviná, 2011,
2011(3), s. 24-33. ISSN 1212-415X.
[Detail] CIELEPOVÁ, Gabriela a Tomáš TICHÝ. The implication of the security type for efficient risk measuring.
Actual Problems of Economics. Kijev: National Academy of Management, 2011,
2(12), s. 144-150. ISSN 1993-6788.
[Detail] TICHÝ, Tomáš a Michal HOLČAPEK. Option pricing with fuzzy parameters via Monte Carlo simulation.
Communications in Computer and Information Science. Berlín: Springer, 2011,
211(1), s. 25-33. ISSN 1865-0929.
[Detail] KRESTA, Aleš. Testování vybraných modelů odhadu hodnoty VaR.
Ekonomická revue - Central European Review of Economics Issues. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2011,
14(3), s. 201-212. ISSN 1212-3951.
[Detail] TICHÝ, Tomáš a Ortobelli SERGIO. On the impact of association measures within the portfolio dimensionality reduction problem.
Ekonomická revue - Central European Review of Economics Issues. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2011,
14(4), s. 257-264. ISSN 1212-3951.
[Detail] MICHAL, Holčapek a Tomáš TICHÝ. A smoothing filter based on fuzzy transform.
Fuzzy sets and systems. Amsterdam: Elsevier, 2011,
180(1), s. 69-97. ISSN 0165-0114.
[Detail] ČULÍK, Miroslav. Flexibility and project value: Interactions and multiple real options.
International Journal of Operational Research. Ženeva: Inderscience Publishers, 2011,
11(4), s. 443-462. ISSN 1745-7645.
[Detail] ČULÍK, Miroslav. FLEXIBILITY AND PROJECT VALUE: INTERACTIONS AND MULTIPLE REAL OPTIONS.
AIP conference proceedings. Volume 1499. New York: American Institute of Physics, 2010,
2010(1239), s. 326-334. ISBN 978-0-7354-1113-5.
[Detail] GURNÝ, Petr a Martin GURNÝ. A revised model to estimate PD of US banks.
Acta academica karviniensia. Karviná: Slezská univerzita v Opavě, OPF Karviná, 2010,
2010(1), s. 68-77. ISSN 1212-415X.
[Detail] PETROVÁ, Ingrid. STANOVENÍ KAPITÁLOVÉHO POŽADAVKU PRO TRŽNÍ RIZIKO V KONTEXTU SOLVENCY II.
Acta academica karviniensia. Opava: Slezská univerzita v Opavě, OPF Karviná, 2010,
2010(1), s. 363-370. ISSN 1212-415X.
[Detail] TICHÝ, Tomáš, Aleš KRESTA a Ingrid PETROVÁ. Innovations at financial markets: How to model higher moments of portfolio distribution.
Actual Problems of Economics. Kijev: National Academy of Management, 2010,
2(12), s. 59-71. ISSN 1993-6788.
[Detail] NOVOTNÁ, Martina. Financial indicators and their effect on credit rating.
ECON '10. Ostrava: Technical University of Ostrava, Faculty of Economics, 2010,
17(1), s. 33-41. ISSN 1803-3865.
[Detail] VALECKÝ, Jiří. Analýza a ověření kvality replikace benchmarku metodologií Tracking Error.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2010,
13(1), s. 19-28. ISSN 1212-3951.
[Detail] ZMEŠKAL, Zdeněk. Generalised soft binomial American real option pricing model (fuzzy–stochastic approach).
European Journal of Operational Research. Amsterdam: Elsevier Science, 2010,
2010(207), s. 1096-1103. ISSN 0377-2217.
[Detail] POLÁK, Petr. Centralization of Treasury Management in a Globalized World.
International Research Journal of Finance and Economics. London: EuroJournals, Inc., 2010,
5(56), s. 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. London: Henry Stewart Publications, 2010,
3(2), s. 109-112. ISSN 1753-2574.
[Detail] HOLČAPEK, Michal a Tomáš TICHÝ. A probability density function estimation using F-transform.
Kybernetika. Praha: KYBERNETIKA, 2010,
46(3), s. 447-458. ISSN 0023-5954.
[Detail] TICHÝ, Tomáš. Posouzení odhadu měnového rizika pomocí Lévyho modelů.
Politická ekonomie. Praha: Vysoká škola ekonomická v Praze, 2010,
58(4), s. 504-521. ISSN 0032-3233.
[Detail] ČULÍK, Miroslav a Jiří VALECKÝ. Modelling daily electricity prices at deregulated markets by applying linear and non-linear M-R models.
Proceedings of the Finance and Economics Conference 2010. Frankfurt am Main: Lupcon Center for Business Research, 2010,
1(1), s. 43-52. ISSN 2190-7927.
[Detail] ČULÍK, Miroslav. Investment decision-making under the emission allowances trading system (real option approach).
ECON '08. Ostrava: Technical University of Ostrava, Faculty of Economics, 2009,
15(1), s. 32-40. ISSN 1803-3865.
[Detail] TICHÝ, Tomáš a Ortobelli SERGIO. Concordance measures and portfolio selection problem.
ECON '09. Ostrava: Technical University of Ostrava, Faculty of Economics, 2009,
15(1), s. 41-48. ISSN 1803-3865.
[Detail] ČULÍK, Miroslav a Jiří VALECKÝ. Self exciting threshold auto-regressive approach for non-linear modelling of daily electricity prices in the selected regions.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2009,
12(4), s. 183-190. ISSN 1212-3951.
[Detail] TICHÝ, Tomáš. Posouzení metody částečného hedgingu na případu řízení měnového rizika nefinanční instituce.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2009,
12(2), s. 69-82. ISSN 1212-3951.
[Detail] POLÁK, Petr a Rady Roswanddy ROSLAN. Can Brunei Darussalam be Asia's Next Leading Location for Regional Treasury Centres?.
International Research Journal of Finance and Economics. London: EuroJournals, Inc., 2009,
4(29), s. 7-23. ISSN 1450-2887.
[Detail] TICHÝ, Tomáš. The risk of a small currency portfolio -- backtesting results by copula approach.
Journal of Applied Mathematics. Bratislava: Slovenská technická univerzita v Bratislavě - Strojnícka fak, 2009,
2(3), s. 147-158. ISSN 1337-6365.
[Detail] POLÁK, Petr a Rady Roswanddy ROSLAN. Location criteria for establishing treasury centres in South-East Asia.
Journal of Corporate Treasury Management. London: Henry Stewart Publications, 2009,
2(4), s. 331-338. ISSN 1753-2574.
[Detail] POLÁK, Petr a Rady Roswanddy ROSLAN. REGIONAL TREASURY CENTRES IN SOUTH EAST ASIA ? THE CASE OF BRUNEI DARUSSALAM.
Management - Journal of Contemporary Management Issues. Split: University of Split, 2009,
14(1), s. 77-102. ISSN 0779-4630.
[Detail] KUTÁČ, Josef a Jarmila MRUZKOVÁ. Možnosti kalkulování nákladů v podmínkách nevyužitých výrobních kapacit.
Sborník vědeckých prací VŠB-TU Ostrava, řada hutnická. Ostrava: VŠB-TU Ostrava, 2009,
LII(4), s. 11-14. ISSN 0474-8484.
[Detail] KUTÁČ, Josef a Jarmila MRUZKOVÁ. Možnosti kalkulování nákladů v podmínkách.
Sborník vědeckých prací VŠB-TU Ostrava, řada hutnická. Ostrava: VŠB-TU Ostrava, 2009,
LII(4), s. 11-14. ISSN 0474-8484.
[Detail] TICHÝ, Tomáš. Cashflow hedging possibilities of small hydroelectric power plant usány weather derivatives.
Ekonomicko-manažérské spektrum. Žilina: Žilinská univerzita, 2008,
2(1), s. 69-78. ISSN 1337-0839.
[Detail] ČULÍK, Miroslav. INVESTMENT PROJECT VALUATION AS A PORTFOLIO OF REAL OPTIONS.
European Journal of Management. Stockholm: International Academy of Business and Economics, 2008,
8(1), s. 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. Praha: Karlova Univerzita, 2008,
58(5-6), s. 261-275. ISSN 0015-1920.
[Detail] POLÁK, Petr a Ondřej SIMON. The application of cash pooling into business practice ? ČEZ Group.
International Research Journal: Investment Management and Financial Innovations. Sumy: Business Perspectives, 2008,
5(4), s. 33-38. ISSN 1810-4967.
[Detail] TICHÝ, Tomáš a Jiří VALECKÝ. The Ability of Tracking Error Metod to Improve an Index Option Replication.
Journal of Information, Control and Management Systems. Žilina: University of Žilina, 2008,
6(1), s. 113-121. ISSN 1336-1716.
[Detail] TICHÝ, Tomáš. Posouzení vybraných možností zefektivnění simulace Monte Carlo při opčním oceňování.
Politická ekonomie. Praha: Vysoká škola ekonomická v Praze, 2008,
56(6), s. 772-794. ISSN 0032-3233.
[Detail] TICHÝ, Tomáš. Risk management of small hydroelectric power plant.
ECON 07. Ostrava: Technical University of Ostrava, Faculty of Economics, 2007,
14(1), s. 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. Ostrava: Technical University of Ostrava, Faculty of Economics, 2007,
14(1), s. 270-274. ISSN 0862-7908.
[Detail] DLUHOŠOVÁ, Dana. The Apprising and Optimisation methodologies of Electricity Delivery.
ECON 07. Ostrava: Technical University of Ostrava, Faculty of Economics, 2007,
14(1), s. 33-38. ISSN 0862-7908.
[Detail] TICHÝ, Tomáš. Posouzení základních metod hedgingu měnového rizika nefinančních institucí.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2007,
10(1), s. 24-41. ISSN 1212-3951.
[Detail] ZMEŠKAL, Zdeněk. Aplikace zobecněných vícefaktorových reálných opcí ve finančním rozhodování podniků.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2007,
X(2/3), s. 203-212. ISSN 1212-3951.
[Detail] DLUHOŠOVÁ, Dana. Nové přístupy k měření finanční výkonnosti podniku.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2007,
X(2/3), s. 21-39. ISSN 1212-3951.
[Detail] POLÁK, Petr a Kamil KOCUREK. 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. Hilo, Hawaii: The IBFR, 2007,
2(2), s. 140-144. ISSN 1931-0285.
[Detail] POLÁK, Petr a Kamil KOCUREK. Cash and Working Capital Management in the Czech Republic.
International Research Journal: Investment Management and Financial Innovations. Sumy: Business Perspectives, 2007,
2007(1), s. 17-30. ISSN 1810-4967.
[Detail] POLÁK, Petr a Kamil KOCUREK. 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. New York: St. John's University, 2007,
12(2), s. 16-25. ISSN 1083-9798.
[Detail] POLÁK, Petr a Kamil KOCUREK. How Cash Pooling Works in the Czech Republic.
Management - Journal of Contemporary Management Issues. Split: University of Split, 2007,
12(2), s. 85-95. ISSN 0779-4630.
[Detail] POLÁK, Petr a Kamil KOCUREK. Investment Strategy and Debt Management in the Czech Republic 1997-2003.
Treasury Management International. London: HS Financial Publishing Ltd., 2007,
15(158), s. 21-23. ISSN 0967-523X.
[Detail] ČULÍK, Miroslav a Oto PUMPRLA. Risk analysis of wind power plant by applying CorporateMetrics methodology.
ECON 2006. Ostrava: Ekonomická fakulta VŠB-TU Ostrava, 2006,
13(1), s. 32-43. ISSN 0862-7908.
[Detail] TICHÝ, Tomáš. Nonperfect option replication methods.
ECON 2006. Ostrava: Ekonomická fakulta VŠB-TU Ostrava, 2006,
13(1), s. 229-236. ISSN 0862-7908.
[Detail] ČULÍK, Miroslav. Posouzení ekonomické efektivnosti projektu větrné elektrárny.
Energetika. Praha: Český svaz zaměstnavatelů v energetice, 2006,
56(8-9), s. 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. Praha: Karlova Univerzita, 2006,
56(7-8), s. 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. Žilina: University of Žilina, 2006,
4(2), s. 193-202. ISSN 1336-1716.
[Detail] POLÁK, Petr a Kamil KOCUREK. Cash Pooling in The Czech Republic.
The Canadian Treasurer. Toronto: TMAC, 2006,
22(4), s. 15-17. ISSN 0845-7328.
[Detail] POLÁK, Petr a Kamil KOCUREK. The Changing Financial Scene in The Czech Republic.
Treasury Management International. London: HS Financial Publishing Ltd., 2006,
25(148), s. 15-21. ISSN 0967-523X.
[Detail] PUMPRLA, Oto, Dana DLUHOŠOVÁ a Mojmír VRTEK. Technicko-ekonomické podmínky provozu větrných elektráren v ČR.
Zeszyty naukove. Opole: Politechnika Opolska, 2006,
56(315/2006), s. 685-692. ISSN 1429-6063.
[Detail] ČULÍK, Miroslav. Tradable emission allowances and their impact on firms in energy sector (real option approach).
ECON'05. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
12(1), s. 33-41. ISSN 0862-7908.
[Detail] TICHÝ, Tomáš. The binomial model of option pricing and imprecisely stated volatlity.
ECON'05. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
12(1), s. 333-342. ISSN 0862-7908.
[Detail] DLUHOŠOVÁ, Dana. Application Possibilities of Real Option Methodology to Firm Valuation.
ECON'05. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
12(1), s. 51-59. ISSN 0862-7908.
[Detail] DLUHOŠOVÁ, Dana. Application Possibilities of Real Option Methodologz to Firm Valuation.
ECON'05. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
12(12), s. 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. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
12(12), s. 385-393. ISSN 0862-7908.
[Detail] TICHÝ, Tomáš. Výkonnost replikace digitálních opcí při neúplném modelu.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
8(2), s. 34-49. ISSN 1212-3951.
[Detail] DLUHOŠOVÁ, Dana. Vícefázové výnosové metody stanovení hodnoty firmy.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
8(1), s. 35-47. ISSN 1212-3951.
[Detail] FORIŠKOVÁ, Dana a Mária KLIMIKOVÁ. Restrukturalizace českého a slovenského bankovního systému a sekundární trh úvěrových pohledávek.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2005,
8(3), s. 74-85. ISSN 1212-3951.
[Detail] ZMEŠKAL, Zdeněk. Value at Risk methodology under soft conditions approach (fuzzy-stochatic approach).
European Journal of Operational Research. New York: Jen testovací, 2005,
2(161), s. 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. Sumy: Business Perspectives, 2005,
2(2), s. 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. Sumy: Business Perspectives, 2005,
2(2), s. 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. New York: Elsevier, 2005,
14(2), s. 263-275. ISSN 1057-5219.
[Detail] POLÁK, Petr. Financial Intermediaries Sector in The Czech Republic.
The Canadian Treasurer. Toronto: TMAC, 2005,
23(10), s. 21-22. ISSN 0845-7328.
[Detail] POLÁK, Petr. Financial Intermediaries Sector in The Czech Republic.
The Canadian Treasurer. Toronto: TMAC, 2005,
23(Oct 2005), s. 21-22. ISSN 0845-7328.
[Detail] GREGOR, Leoš a Orlando ARENCIBIA MONTERO. Application of Monte-Carlo Methods in Option Pricing.
Documentos de Trabajo. Cordoba: Universidad de Cordoba, 2004,
1(10/2004), s. 1-12. ISBN 84-95723-26-3.
[Detail] TICHÝ, Tomáš. An alternative way to price discretely sampled Asian options.
ECON 04. Ostrava: VŠB - TU Ostrava, 2004,
11(1), s. 384-391. ISSN 0015-1920.
[Detail] GREGOR, Leoš. Self-Organizing Maps: Review of Selected Financial and Economic Applications.
ECON 04. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2004,
11(1), s. 108-117. ISSN 0862-7908.
[Detail] TICHÝ, Tomáš a Petr LICHNOVSKÝ. The effect of non-Gaussian returns on pricing of discretely sampled Asian options.
ECON'03. Ostrava: Ekonomická fakulta VŠB-TU Ostrava, 2004,
10(1), s. 270-279. ISBN 80-248-0479-4.
[Detail] ČULÍK, Miroslav. Valuing an investment project with possibility to defer: real option approach.
ECON'03. Ostrava: Ekonomická fakulta VŠB-TU Ostrava, 2004,
10(10), s. 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. Ostrava: Ekonomická fakulta VŠB-TU Ostrava, 2004,
10(1), s. 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. Ostrava: Ekonomická fakulta VŠB-TU Ostrava, 2004,
10(1), s. 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. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2004,
VII(1), s. 17-32. ISSN 1212-3951.
[Detail] GREGOR, Leoš a Orlando ARENCIBIA MONTERO. Problematika oceňování finančních opcí pomocí simulačních technik.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2004,
7(1), s. 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. Praha: Karlova Univerzita, 2004,
54(7-8), s. 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. Praha: Karlova Univerzita, 2004,
54(1.-2.), s. 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. Praha: Karlova Univerzita, 2004,
54(11-12), s. 541-559. ISSN 0015-1920.
[Detail] POLÁK, Petr a Kamil KOCUREK. Cash Pooling in The Czech Republic.
Treasury Management International. Londýn, Velká Británie: HS Financial Publishing Ltd., 2004,
23(April 2004, issue 126), s. 26-28. ISSN 0967-523X.
[Detail] RICHTAROVÁ, Dagmar a Iveta RATMANOVÁ. Vliv daně z příjmů na stanovení peněžních toků z investice.
DANĚ - odborný časopis pro daňové právo a praxi. Praha: ORAC, s.r.o., 2003,
XI(10/2003), s. 2 - 7. ISSN 1211-8103.
[Detail] POLÁCH, Jiří a RAŠKA. Tvorba zdrojů pro výrobní sféru na českém kapitálovém trhu.
E+M. Liberec: Technická univerzita Liberec, 2003,
6(3/2003), s. 29-35. ISSN 1212-3609.
[Detail] POLÁCH, Jiří a RAŠKA. Vliv lidského faktoru na funkční fraktálový tým.
E+M. Liberec: Technická univerzita Liberec, 2003,
6(1), s. 46-48. ISSN 1212-3609.
[Detail] ARENCIBIA MONTERO, Orlando a Leoš GREGOR. Simulation Methods For Option Pricing.
ECON '03. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2003,
10(1), s. 10-16. ISSN 0862-7908.
[Detail] ČULÍK, Miroslav. Valuation of Risky Firm Debt as a Put Option Using Option Pricing Methodology.
ECON 02. Ostrava: VŠB - TU Ostrava, 2003,
9(9), s. 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). Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2003,
9(1), s. 220-226. ISSN 0862-7908.
[Detail] ZMEŠKAL, Zdeněk. Hedging Strategies Description for Financial Risk Elimination Possibilities.
ECON 02 (selected research papers). Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2003,
9(1), s. 227-234. ISSN 0862-7908.
[Detail] ČULÍK, Miroslav. Valuing an investment project with possibility to defer: real option approach.
ECON 03. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2003,
10(10), s. 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/. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2003,
10(10), s. 69-85. ISBN 80-248-0479-4.
[Detail] POLÁK, Petr a K KOCUREK. Treasury in The Czech Republic before Joining The European Union.
FTA - Yearbook 2003. Melbourne: The Finance and Treasury Association Limited, 2003,
25(11), s. 29-30. ISSN 1324-549X.
[Detail] POLÁK, Petr a KOCUREK. Czeching Out Treasury.
The Treasurer. London: ACT, 10/12 Little Trinity Lane, London, EC4V 2DJ, 2003,
22(November 2003), s. 56 -58. ISBN 02640937.
[Detail] POLÁK, Petr a SWAGERMAN. The Financial Markets in the Czech Republic and the Netherlands-Compare and Contrast.
Treasury Management International. Londýn, Velká Británie: HS Financial Publishing Ltd., 2003,
12(116), s. 22 - 27. ISSN 0967-523X.
[Detail] HEINRICH, Daniel. The Analytical Approach for Computing Value at Risk of Exchange Risk.
ECON 02 (selected research papers). Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2002,
9(1), s. 46-52. ISSN 0862-7908.
[Detail] ČULÍK, Miroslav. Real Option Analysis - a new approach for making decisions.
ECON'01. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2002,
8(1), s. 8-13. ISSN 0862-7908.
[Detail] ZMEŠKAL, Zdeněk. Application of fuzzy Garch model for forecasting exchange rate volatility.
ECON'01. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2002,
8(1), s. 8-13. ISSN 0862-7908.
[Detail] ZMEŠKAL, Zdeněk. Aplikace fuzzy-stochastických přístupů při finančním rozhodování a oceňování firmy.
Ekonomická revue. Ostrava: VŠB - TU Ostrava, Ekonomická fakulta, 2002,
5(2), s. 75-84. ISSN 1212-3951.
[Detail] POLÁK, Petr a KOCUREK. How to Judge Credit Risk in the Czech Republic.
Treasury Management International. London: Hemington Scott Financial Publishing Ltd., 2002,
II(105, April 2002), s. 20-22. ISSN 0967-523X.
[Detail] ZMEŠKAL, Zdeněk. Application of fuzzy GARCH model for forecasting exchange rate volatility.
ECON. VŠB-TU Ostrava, Ekf.: VŠB - Technická univerzita Ostrava, 2001,
8(1), s. 211-215. ISSN 0862-7908.
[Detail] POLÁCH, Jiří. Tvorba zdrojů pro výrobní sféru na českém kapitálovém trhu.
Ekonomická revue. Ostrava: VŠB - Technická univerzita Ostrava, 2001,
IV.(4), s. 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. Nederland - Amsterdam: Jen testovací, 2001,
2(135), s. 303-310. ISSN 0377-2217.
[Detail] DLUHOŠOVÁ, Dana a Renáta HÓTOVÁ. Methodological Problems of International Taw Law.
Finančný manažér. Bratislava: Slovenská asociace podnikových finančníků,Bratislava, 2001,
1(4), s. 154-157. ISSN 1335-5813.
[Detail] NEJEZCHLEBA, Miroslav. Spektro analýza podnikového manažéra - program osobního růstu.
Manažerská etika...inspirace pro 21. století...II.díl. Ostrava: Ekonomická fakulta VŠB-TU Ostrava, 2001,
1(1), s. 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,
2000(83), s. 110-118. ISSN 0296-3698.
[Detail] KOCIÁNOVÁ, Eva. Platební neschopnost a možnosti jejího snížení v podmínkách České republiky.
Ekonomická revue. : Vysoká škola báňská - Technická univerzita Ostrava, 1999,
II(3/1999), s. 49-61. ISSN 1212-3951.
[Detail] KOŘENÁ, Kateřina a Karel KOŘENÝ. Je český kapitálový trh v krizi?.
Ekonomická revue. : Vysoká škola báňská - Technická univerzita Ostrava, 1999,
II(3/1999), s. 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. : Karlova Univerzita, 1999,
49(3/1999), s. 168-176. ISSN 0015-1920.
[Detail] FRAIT, Jan a Roman ZEDNÍČEK. Devizové trhy pod mikroskopem.
Banky a finance. 1998,
2(3), s. 54-58. ISBN 12119849.
[Detail] ZMEŠKAL, Zdeněk. Modelování optimální alokace financí firmy na bázi fuzzy množin.
Politická ekonomie. : Vysoká škola ekonomická v Praze, 1998,
1998(1), s. 93-106. ISSN 0032-3233.
[Detail] RICHTAROVÁ, Dagmar. Struktura daňové soustavy ČR pro rok 1996.
Daně a právo v praxi. 1997,
1997(3,4), s. 27-33.
[Detail] ZMEŠKAL, Zdeněk. Fuzzy simulační finanční dlouhodobý model firmy.
Kredit. 1997, , č. 6. ISBN 211-6364.
[Detail] ZMEŠKAL, Zdeněk. The Scenario Optimization Approach to Immunization of Bond Portfolio Against Non-parallel Shifts of Interest Rates.
Organizacija. : Univerzita of Maribor, 1997, , č. 10. ISSN 1318-5454.
[Detail] FRAIT, Jan a Roman ZEDNÍČEK. Časová nekonzistence a cíle měnové politiky.
Bankovnictví. 1996,
1996(16), s. 11-14. ISBN 49072.
[Detail] RICHTAROVÁ, Dagmar. Recenze učebnice - Úvod do podnikového hospodářství (Gunter Wohe - autor).
Economix. 1996,
1996(1), s. 59-61. ISSN 0000-0000.
[Detail] RICHTAROVÁ, Dagmar. Daňová soustava 1996.
Economix - příloha Economix navíc. 1996,
1996(4), s. 1-12.
[Detail] LICHNOVSKÁ, Marie. The Reform of the Fiscal System in the Czech Republic.
EMERGO - Journal of Transforming Economies and Societies. 1995,
2(1), s. 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. : Karlova Univerzita, 1995,
45(1), s. 29-37. ISSN 0015-1920.
[Detail] ZMEŠKAL, Zdeněk. Vícekriteriální optimalizační dynamický model rozvrhování výroby mezi vysoké pece.
Hutnické listy. : Ocelot, 1995, , č. 3. ISSN 0018-8069.
[Detail] ZMEŠKAL, Zdeněk. Heuristický algoritmus přiřazování výkovků do ingotů v kovárnách s rozsáhlým sortimentem.
Hutnické listy. : Ocelot, 1995, , č. 2. ISSN 0018-8069.
[Detail] ZMEŠKAL, Zdeněk. Aplikace expertních systémů v oblasti finančního a bankovního managementu.
Moderní řízení. 1995, , č. 9.
[Detail] ZMEŠKAL, Zdeněk. Finanční simulační model hodnocení podnikatelských aktivit.
Podniková organizace. 1995, , č. 4.
[Detail] ZMEŠKAL, Zdeněk. Dynamický optimalizační finanční model z pohledu kritérií rozhodování a cílů chování.
Politická ekonomie. : Vysoká škola ekonomická v Praze, 1995, , č. 4. ISSN 0032-3233.
[Detail] ZMEŠKAL, Zdeněk. Kritéria pro ekonomické řízení vnitropodnikových útvarů v podnicích s heterogenní strukturou.
Podniková organizace. 1994,
1994(11), s. 27-31.
[Detail] ZMEŠKAL, Zdeněk. Optimization Model og Structure and Operation State of Energy Units of Metallurgical Works.
Czechoslovak Journal for Operation Research. 1992, 1992, č. 4.
[Detail]