Milos Kopa

Charles University in Prague - Faculty of Mathematics and Physics

Sokolovska 83

Prague, 186 75

Czech Republic

SCHOLARLY PAPERS

3

DOWNLOADS

553

CITATIONS
Rank 40,194

SSRN RANKINGS

Top 40,194

in Total Papers Citations

4

Scholarly Papers (3)

1.

A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion

Journal of Financial and Quantitative Analysis (JFQA), Vol. 44, No. 5, pp. 1103-1124, 2009
Number of pages: 33 Posted: 13 May 2005 Last Revised: 25 Mar 2016
Thierry Post and Milos Kopa
Koc University - Graduate School of Business and Charles University in Prague - Faculty of Mathematics and Physics
Downloads 198 (119,857)
Citation 3

Abstract:

stochastic dominance, optimality, admissibility, portfolio diversification

2.

A General Test for SSD Portfolio Efficiency

OR Spectrum, Vol. 37, No. 3, 2015, 703-734
Number of pages: 36 Posted: 28 Apr 2011 Last Revised: 01 Jul 2015
Milos Kopa and Thierry Post
Charles University in Prague - Faculty of Mathematics and Physics and Koc University - Graduate School of Business
Downloads 96 (202,985)
Citation 1

Abstract:

stochastic dominance, portfolio analysis, portfolio diversification, linear programming

3.

Portfolio Choice Based on Third-Degree Stochastic Dominance

Number of pages: 31 Posted: 08 Nov 2015 Last Revised: 28 Mar 2016
Thierry Post and Milos Kopa
Koc University - Graduate School of Business and Charles University in Prague - Faculty of Mathematics and Physics
Downloads 0 (109,587)

Abstract:

Portfolio choice, Stochastic dominance, Quadratic programming, Enhanced indexing, Industry momentum