Milos Kopa

Charles University in Prague - Faculty of Mathematics and Physics

Sokolovska 83

Prague, 186 75

Czech Republic

SCHOLARLY PAPERS

4

DOWNLOADS

592

CITATIONS
Rank 40,252

SSRN RANKINGS

Top 40,252

in Total Papers Citations

4

Scholarly Papers (4)

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
Graduate School of Business of Nazarbayev University and Charles University in Prague - Faculty of Mathematics and Physics
Downloads 198 (123,151)
Citation 3

Abstract:

Loading...

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 Graduate School of Business of Nazarbayev University
Downloads 96 (206,586)
Citation 1

Abstract:

Loading...

stochastic dominance, portfolio analysis, portfolio diversification, linear programming

3.

Portfolio Optimization with DARA Stochastic Dominance Constraints

Number of pages: 33 Posted: 02 Nov 2017
Milos Kopa and Thierry Post
Charles University in Prague - Faculty of Mathematics and Physics and Graduate School of Business of Nazarbayev University
Downloads 0 (455,389)

Abstract:

Loading...

Portfolio choice, Stochastic Dominance, Decreasing Absolute Risk Aversion, Quadratic Programming, Active investment strategies

4.

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
Graduate School of Business of Nazarbayev University and Charles University in Prague - Faculty of Mathematics and Physics
Downloads 0 (105,652)

Abstract:

Loading...

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