MULTIVARIATE STOCHASTIC DOMINANCE FOR MULTIVARIATE NORMAL DISTRIBUTION.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1264, doi. 10.14736/kyb-2018-6-1264
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- Publication type:
- Article
Works matching IS 00235954 AND DT 2018 AND VI 54 AND IP 6
Results: 12
1
2
AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1247, doi. 10.14736/kyb-2018-6-1247
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- Publication type:
- Article
3
STOCHASTIC OPTIMIZATION PROBLEMS WITH SECOND ORDER STOCHASTIC DOMINANCE CONSTRAINTS VIA WASSERSTEIN METRIC.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1231, doi. 10.14736/kyb-2018-6-1231
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- Publication type:
- Article
4
RISK-SENSITIVE AVERAGE OPTIMALITY IN MARKOV DECISION PROCESSES.
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- Kybernetika, 2018, v. 54, n. 6, p. 1218, doi. 10.14736/kyb-2018-6-1218
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- Publication type:
- Article
5
CHANCE CONSTRAINED OPTIMAL BEAM DESIGN: CONVEX REFORMULATION AND PROBABILISTIC ROBUST DESIGN.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1201, doi. 10.14736/kyb-2018-6-1201
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- Publication type:
- Article
6
MULTISTAGE MULTIVARIATE NESTED DISTANCE: AN EMPIRICAL ANALYSIS.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1184, doi. 10.14736/kyb-2018-6-1184
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- Publication type:
- Article
7
EXPECTED UTILITY MAXIMIZATION AND CONDITIONAL VALUE-AT-RISK DEVIATION-BASED SHARPE RATIO IN DYNAMIC STOCHASTIC PORTFOLIO OPTIMIZATION.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1167, doi. 10.14736/kyb-2018-6-1167
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- Publication type:
- Article
8
ON QUANTILE OPTIMIZATION PROBLEM BASED ON INFORMATION FROM CENSORED DATA.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1156, doi. 10.14736/kyb-2018-6-1156
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- Publication type:
- Article
9
ROBUST RECURSIVE ESTIMATION OF GARCH MODELS.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1138, doi. 10.14736/kyb-2018-6-1138
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- Publication type:
- Article
10
CHANGE POINT DETECTION IN VECTOR AUTOREGRESSION.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1122, doi. 10.14736/kyb-2018-6-1122
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- Publication type:
- Article
11
STRUCTURAL BREAKS IN DEPENDENT, HETEROSCEDASTIC, AND EXTREMAL PANEL DATA.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1106, doi. 10.14736/kyb-2018-6-1106
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- Publication type:
- Article
12
SPECIAL ISSUE: MATHEMATICAL METHODS IN ECONOMY AND INDUSTRY 2017.
- Published in:
- Kybernetika, 2018, v. 54, n. 6, p. 1105
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- Publication type:
- Article