Milos Kopa

According to our database, Milos Kopa authored at least 29 papers between 2007 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

Measures of stochastic non-dominance in portfolio optimization.

Jana Junová, Milos Kopa

Eur. J. Oper. Res., 2025

2023

Implied volatility smoothing at COVID-19 times.

Sebastiano Vitali, Milos Kopa, Gabriel E. Giana

Comput. Manag. Sci., December, 2023

Investment disputes and their explicit role in option market uncertainty and overall risk instability.

Zdenek Drábek, Milos Kopa, Matús Maciak, Michal Pesta, Sebastiano Vitali

Comput. Manag. Sci., December, 2023

Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon.

Milos Kopa, Martin Smíd

Oper. Res. Lett., March, 2023

Robustness of stochastic programs with endogenous randomness via contamination.

Milos Kopa, Tomás Rusý

Eur. J. Oper. Res., 2023

2022

Special Issue: Topics in Stochastic Programming.

Tito Homem-de-Mello, Milos Kopa, David P. Morton

Math. Program., 2022

2021

A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision.

Milos Kopa, Tomás Rusý

Ann. Oper. Res., 2021

2020

Evaluation of scenario reduction algorithms with nested distance.

Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia

Comput. Manag. Sci., 2020

Multi-stage emissions management of a steel company.

Frantisek Zapletal, Martin Smíd, Milos Kopa

Ann. Oper. Res., 2020

2018

An asset-liability management stochastic program of a leasing company.

Tomás Rusý, Milos Kopa

Kybernetika, 2018

Individual optimal pension allocation under stochastic dominance constraints.

Milos Kopa, Vittorio Moriggia, Sebastiano Vitali

Ann. Oper. Res., 2018

2017

Portfolio Choice Based on Third-Degree Stochastic Dominance.

Thierry Post, Milos Kopa

Manag. Sci., 2017

Dynamic model of market with uninformed market maker.

Martin Smíd, Milos Kopa

Kybernetika, 2017

Multistage risk premiums in portfolio optimization.

Milos Kopa, Barbora Petrová

Kybernetika, 2017

Optimal pension fund composition for an Italian private pension plan sponsor.

Sebastiano Vitali, Vittorio Moriggia, Milos Kopa

Comput. Manag. Sci., 2017

Special issue on the 12th international conference on computational management science.

Milos Kopa, Wolfram Wiesemann

Comput. Manag. Sci., 2017

Implied volatility and state price density estimation: arbitrage analysis.

Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych

Comput. Manag. Sci., 2017

2016

DEA models equivalent to general Nth order stochastic dominance efficiency tests.

Martin Branda, Milos Kopa

Oper. Res. Lett., 2016

2015

A general test for SSD portfolio efficiency.

Milos Kopa, Thierry Post

OR Spectr., 2015

Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance.

Thierry Post, Yi Fang, Milos Kopa

Manag. Sci., 2015

2014

Robustness of optimal portfolios under risk and stochastic dominance constraints.

Jitka Dupacová, Milos Kopa

Eur. J. Oper. Res., 2014

On relations between DEA-risk models and stochastic dominance efficiency tests.

Martin Branda, Milos Kopa

Central Eur. J. Oper. Res., 2014

2013

General linear formulations of stochastic dominance criteria.

Thierry Post, Milos Kopa

Eur. J. Oper. Res., 2013

2012

Robustness in stochastic programs with risk constraints.

Jitka Dupacová, Milos Kopa

Ann. Oper. Res., 2012

2011

Robustness in SSD portfolio efficiency testing.

Milos Kopa

Proceedings of the Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30, 2011

2010

Special Issue: Mathematical Methods in Economy and Industry 2009 - the joint Czech-German-Slovak conference.

Milos Kopa, Petr Lachout

Kybernetika, 2010

Measuring of second-order stochastic dominance portfolio efficiency.

Milos Kopa

Kybernetika, 2010

2008

A second-order stochastic dominance portfolio efficiency measure.

Milos Kopa, Petr Chovanec

Kybernetika, 2008

2007

On extracting information implied in options.

M. Benko, Matthias Fengler, Wolfgang K. Härdle, Milos Kopa

Comput. Stat., 2007