Add to ORKGThis thesis deals with methods of stochastic programming and their application in financial investment. Theoretical part is devoted to basic terms of mathematical optimization, stochastic programming and decision making under uncertainty. Furter, there are introduced basic principles of modern portfolio theory, substantial part is devoted to risk measurement techniques in the context of investment, mostly to the methods Value at Risk and Expected shortfall. Practical part aims to creation of optimization models with an emphasis to minimize investment risk. Created models deal with real data and they are solved in optimization software GAMS
Stochastic methods are present in our daily lives, especially when we need to make a decision based ...
In the first part of the thesis, it is given an introduction to the most important concepts and resu...
In this thesis, a portfolio optimization with integer variables which influence optimal assets alloc...
The paper deals with the application of stochastic optimization principles for investment decision m...
Stochastic optimization is an effective tool for analyzing decision problems under uncertainty. In s...
This master thesis aims to describe and apply in practice solutions of basic tasks in portfolio mana...
This diploma thesis deals with modeling of individual investment risks. The first part is devoted to...
The paper discusses an application of stochastic programming to the portfolio selection problem invo...
This thesis' topic is stochastic programming, in particular with regard to portfolio optimization an...
This thesis addresses the topic of decision making under uncertainty, with particular focus on finan...
This project covers the basics of Financial Portfolio Management theory through different stochastic...
This research studies two modelling techniques that help seek optimal strategies in financial risk m...
Mathematical programming is one of a number of operations research techniques that employs mathemati...
In this diploma paper we discuss selected optimization methods and mathematical programming models. ...
The bachelor thesis is focused on the use of mathematical methods in creating an investment portfoli...
Stochastic methods are present in our daily lives, especially when we need to make a decision based ...
In the first part of the thesis, it is given an introduction to the most important concepts and resu...
In this thesis, a portfolio optimization with integer variables which influence optimal assets alloc...
The paper deals with the application of stochastic optimization principles for investment decision m...
Stochastic optimization is an effective tool for analyzing decision problems under uncertainty. In s...
This master thesis aims to describe and apply in practice solutions of basic tasks in portfolio mana...
This diploma thesis deals with modeling of individual investment risks. The first part is devoted to...
The paper discusses an application of stochastic programming to the portfolio selection problem invo...
This thesis' topic is stochastic programming, in particular with regard to portfolio optimization an...
This thesis addresses the topic of decision making under uncertainty, with particular focus on finan...
This project covers the basics of Financial Portfolio Management theory through different stochastic...
This research studies two modelling techniques that help seek optimal strategies in financial risk m...
Mathematical programming is one of a number of operations research techniques that employs mathemati...
In this diploma paper we discuss selected optimization methods and mathematical programming models. ...
The bachelor thesis is focused on the use of mathematical methods in creating an investment portfoli...
Stochastic methods are present in our daily lives, especially when we need to make a decision based ...
In the first part of the thesis, it is given an introduction to the most important concepts and resu...
In this thesis, a portfolio optimization with integer variables which influence optimal assets alloc...