Ústav teorie informace a automatizace

Jste zde

Domů

Bibliografie

Miloš Kopa

  1. Šmíd Martin, Kopa Miloš :  Dynamic Model of Market with Uninformed Market Maker , Kybernetika vol.53, 5 (2017), p. 922-958 [2017] Download DOI: 10.14736/kyb-2017-5-0922
  2. Kabašinskas A., Šutienė K., Kopa Miloš, Valakevičius E. :  The risk-return profile of Lithuanian private pension funds , Ekonomska Istrazivanja vol.30, 1 (2017), p. 1611-1630 [2017] Download DOI: 10.1080/1331677X.2017.1383169
  3. Branda Martin, Kopa Miloš :  DEA models equivalent to general Nth order stochastic dominance efficiency tests , Operations Research Letters vol.44, 2 (2016), p. 285-289 [2016] Download DOI: 10.1016/j.orl.2016.02.007
  4. Kopa Miloš, Tichý T. :  No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection , The Anthropologist: international journal of contemporary and applied studies of man vol.17, 3 (2014), p. 751-755 [2014] Download
  5. Kopa Miloš, Tichý T. :  Concordance measures and second order stochastic dominance-portfolio efficiency analysis , E+M. Ekonomie a management vol.15, 4 (2012), p. 110-120 [2012] Download
  6. Branda M., Kopa Miloš :  DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 106-124 [2012] Download
  7. Kopa Miloš :  Measuring of Second-order Stochastic Dominance Portfolio Efficiency , Kybernetika vol.46, 3 (2010), p. 488-500 [2010] Download

  1. Vitali Sebastiano, Tichý Tomáš, Kopa Miloš :  The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1405-1409, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  2. Tichý T., Kopa Miloš, Vitali S. :  The Bandwidth Selection in Connection to Option Implied Volatility Extraction , Proceedings of the 12th International Conference Liberec Economic Forum 2015, p. 201-208 , Eds: Kocourek Aleš, 12th International Conference Liberec Economic Forum 2015, (Liberec, CZ, 16.09.2015-17.09.2015) [2015] Download
  3. Kopa Miloš, Vitali Sebastiano, Tichý Tomáš :  On the implied volatility extraction and the selection of suitable kernel , Proceedings of the 2015 International Conference on Computer Science and Intelligent Communication 2015 (CSIC 2015), p. 456-459 , Eds: Ding Juan, 2015 International Conference on Computer Science and Intelligent Communication, (Zhengzhou, CN, 18.07.2015-19.07.2015) [2015] Download DOI: 10.2991/csic-15.2015.111
  4. Tichý Tomáš, Kopa Miloš, Vitali S. :  On the pricing of illiquid options with Black-Scholes formula , Proceedings of Managing and Modelling of Financial Risks, p. 807-815 , Eds: Čulík Miroslav, Řízení a modelování finančních rizik, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  5. Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R. :  ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES , 28th European Simulation and Modelling Conference Proceedings, p. 159-163 , Eds: Brito A.C., Tavares J.M., de Oliveira C.B., 28th European Simulation and Modelling Conference, (FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014] Download
  6. Kopa Miloš :  Value at Risk application to FSD portfolio efficiency testing , Proceedings of Managing and Modelling of Financial Risks 2012, p. 320-325, Managing and modeling of financial risks 2012, (Ostrava, CZ, 10.09.2012-11.09.2012) [2012] Download
  7. Kopa Miloš :  Comparison of various approaches to portfolio efficiency , Mathematical Methods in Economics 2011, p. 351-356, Mathematical Methods in Economics 2011, (Liptovský Ján, SK, 06.09.2011) [2011] Download
  8. Kopa Miloš :  Stability of SSD portfolio efficiency - monthly versus yearly returns , Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 184-187 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) [2009] Download
07.01.2019 - 08:39
Institute of Information Theory and Automation