Search results
- 1.0396997 - ÚTIA 2014 CZ eng C - Conference Paper (international conference)
Šmíd, Martin - Kuběna, Aleš Antonín
Determinants of Stocks' Choice in Portfolio Competitions.
Financial Management of Firms and Financial Institutions. Ostrava: VŠB-Technical University Ostrava, faculty of Economics, Finance department, 2013.
[8th International Scientific Conference Financial management of firms and financial institutions. Ostrava (CZ), 9.-10. September 2013]
R&D Projects: GA ČR GA402/09/0965; GA ČR GAP402/11/0150
Grant - others:EU(CZ) CZ.1.07/2.3.00/20.0296
Program: EE - Operační program Vzdělávání pro konkurenceschopnost (2007-2015)
Institutional support: RVO:67985556
Keywords : portfolio competition * game theory * behavioural finance * discrete choice
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/smid-determinants of stocks choice in portfolio competitions.pdf
Permanent Link: http://hdl.handle.net/11104/0224705 - 2.0393354 - ÚTIA 2014 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Economic and Financial Problems via Multiobjective Stochastic Optimization.
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. Jihlava: College of Polytechnics Jihlava, 2013 - (Vojáčková, H.). ISBN 978-80-87035-76-4.
[MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./. Jihlava (CZ), 11.09.2013-13.09.2013]
R&D Projects: GA ČR GA13-14445S; GA ČR GAP402/11/0150
Institutional support: RVO:67985556
Keywords : stochastic multiobjective optimization problems * efficient solution * Wasserstein metric * L_1 norm * empirical estimates * Lipschitz property
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/kankova-economic and financial problems via multiobjective stochastic optimization.pdf
Permanent Link: http://hdl.handle.net/11104/0223780 - 3.0393337 - ÚTIA 2014 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Cumulative Optimality in Risk-Sensitive and Risk-Neutral Markov Reward Chains.
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. Jihlava: College of Polytechnics Jihlava, 2013 - (Vojáčková, H.). ISBN 978-80-87035-76-4.
[MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./. Jihlava (CZ), 11.09.2013-13.09.2013]
R&D Projects: GA ČR GA13-14445S; GA ČR GAP402/11/0150
Institutional support: RVO:67985556
Keywords : dynamic programming * stochastic models * risk analysis and management
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/sladky-cumulative optimality in risk-sensitive and risk-neutral markov reward chains.pdf
Permanent Link: http://hdl.handle.net/11104/0222069 - 4.0377917 - ÚTIA 2013 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Risk Measures via Heavy Tails.
Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava: Vydavatelstvo EKONÓM, 2012 - (Reiff, M.), s. 115-119. ISBN 978-80-225-3426-0.
[Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava (SK), 30.05.2012-01.06.2012]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : Static stochastic optimization problems * linear and nonlinear dependence * thin and heavz tails
Subject RIV: BB - Applied Statistics, Operational Research; AH - Economics (UTIA-B)
http://library.utia.cas.cz/separaty/2012/E/kankova-risk measures via heavy tails.pdf
Permanent Link: http://hdl.handle.net/11104/0209939 - 5.0377685 - ÚTIA 2013 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Risk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach.
Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava: Vydavatelstvo EKONÓM, 2012 - (Reiff, M.), s. 201-205. ISBN 978-80-225-3426-0.
[Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava (SK), 30.05.2012-01.06.2012]
R&D Projects: GA ČR GAP402/11/0150; GA ČR GAP402/10/0956
Institutional support: RVO:67985556
Keywords : discrete-time Markov decision chains * exponential utility functions * risk-sensitive coefficient * connections between risk-sensitive and risk-neutral models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/sladky-risk-sensitive and risk-neutral optimality in markov decision chains a unified approach.pdf
Permanent Link: http://hdl.handle.net/11104/0209781 - 6.0369897 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Separable Utility Functions in Dynamic Economic Models.
Proceedings of the 29th International Conference Mathematical Methods in Economics. Praha: University of Economics, Prague, Faculty of Informatics and Statistics, 2011 - (Dlouhý, M.; Skočdopolová, V.), s. 629-634. ISBN 978-80-7431-058-4.
[29 mezinárodní konference matematické metody v ekonomii 2011. Janská Dolina (SK), 06.08.2011-09.08.2011]
R&D Projects: GA ČR GAP402/11/0150; GA ČR GAP402/10/0956; GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : utiliy functions * decision under uncertainty * dynamic economic models
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2011/E/sladky-separable utility functions in dynamic economic models.pdf
Permanent Link: http://hdl.handle.net/11104/0203855 - 7.0364654 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Dependent Data in Economic and Financial Problems.
Proceedings of the 29th International Conference Mathematical Methods in Economics 2011. Vol. 1. Praha: Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic, 2011 - (Dlouhý, M.; Skočdopolová, V.), s. 327-332. ISBN 978-80-7431-058-4.
[29th International Conference Mathematical Methods in Economics 2011. Janská Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GAP402/10/1610; GA ČR GAP402/11/0150; GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming * Wasserstein metric * L_1norm * Empirical estimates * One-stage problems * Multistage problems * Independent samples * m-dependent samples * Markov dependence * Phi-mixing random samples
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/kankova-dependent data in economic and financial problems.pdf
Permanent Link: http://hdl.handle.net/11104/0006558