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Publications - Miloš Kopa


Journal articles (9)
1. * M. Kopa, Martin Šmíd: Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon. Operations Research Letters 51:2 (2023), 133-136. Elsevier.   Download
2. * F. Zapletal, Martin Šmíd, M. Kopa: Multi-stage emissions management of a steel company. Annals of Operations Research 292:2 (2020), 735-751. Springer.   Download
3. * Martin Šmíd, Miloš Kopa: Dynamic Model of Market with Uninformed Market Maker. Kybernetika 53:5 (2017), 922-958. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download
4. * A. Kabašinskas, K. Šutienė, Miloš Kopa, E. Valakevičius: The risk-return profile of Lithuanian private pension funds. Ekonomska Istrazivanja 30:1 (2017), 1611-1630.   Download
5. * Martin Branda, Miloš Kopa: DEA models equivalent to general Nth order stochastic dominance efficiency tests. Operations Research Letters 44:2 (2016), 285-289. Elsevier.   Download
6. * Miloš Kopa, T. Tichý: No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection. The Anthropologist: international journal of contemporary and applied studies of man 17:3 (2014), 751-755. Kamla-Raj Enterprises.   Download
7. * Miloš Kopa, T. Tichý: Concordance measures and second order stochastic dominance-portfolio efficiency analysis. E+M. Ekonomie a management 15:4 (2012), 110-120.   Download
8. * M. Branda, Miloš Kopa: DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices. Finance a úvěr-Czech Journal of Economics and Finance 62:2 (2012), 106-124. Univerzita Karlova v Praze.   Download
9. * Miloš Kopa: Measuring of Second-order Stochastic Dominance Portfolio Efficiency. Kybernetika 46:3 (2010), 488-500. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download

Conference papers (8)
1. * Sebastiano Vitali, Tomáš Tichý, Miloš Kopa: 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, 1405-1409. VŠB-Technická univerzita Ostrava, Ostrava 2015.   Download
2. * T. Tichý, Miloš Kopa, S. Vitali: The Bandwidth Selection in Connection to Option Implied Volatility Extraction. Proceedings of the 12th International Conference Liberec Economic Forum 2015, 201-208. Technical University of Liberec, Liberec 2015.   Download
3. * Miloš Kopa, Sebastiano Vitali, Tomáš Tichý: 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), 456-459. Atlantis press, Beijing 2015.   Download
4. * Tomáš Tichý, Miloš Kopa, S. Vitali: On the pricing of illiquid options with Black-Scholes formula. Proceedings of Managing and Modelling of Financial Risks, 807-815. VŠB-Technická univerzita Ostrava, Ostrava 2014.   Download
5. * K. Sutiene, A. Kabasinskas, D. Strebeika, Miloš Kopa, R. Reichardt: ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES. 28th European Simulation and Modelling Conference Proceedings, 159-163. ETI - The European Technology Institute, Ostend 2014.   Download
6. * Miloš Kopa: Value at Risk application to FSD portfolio efficiency testing. Proceedings of Managing and Modelling of Financial Risks 2012, 320-325. VŠB-Technická univerzita Ostrava, Ekonomická fakulta, Ostrava 2012.   Download
7. * Miloš Kopa: Comparison of various approaches to portfolio efficiency. Mathematical Methods in Economics 2011, 351-356. Proffesional publishing, Prague 2011.   Download
8. * Miloš Kopa: Stability of SSD portfolio efficiency - monthly versus yearly returns. Proceedings of 27th International Conference Mathematical Methods in Economics 2009, 184-187. Czech University of Life Sciences Prague, Prague 2009.   Download

Other publications (1)
1. * Martin Šmíd, M. Kopa: A causal model of price and volume on market with a market maker. Research Report 2328. ÚTIA AV ČR, Praha 2012.   Download