Concepedia

Miloš Kopa

MK

23

Publications

849

Citations

16

H-Index

1967

Active since

Affiliations

Charles University(Current)

Koç University

University of Bergamo

Czech Academy of Sciences, Institute of Information Theory and Automation

Miloš Kopa is an author at Charles University specializing in business, finance, and management.

Top concepts

BusinessFinanceEconomicsManagementAsset PricingPortfolio OptimizationEngineeringFinancial EngineeringEconomic AnalysisPortfolio Management

Publications per year

1967–2022

23

Publications

23

Portfolio Choice Based on Third-Degree Stochastic Dominance

Thierry Post, Miloš Kopa · Management Science · 2016 · 89 citations

Asset Allocation, Portfolio Management, Portfolio Choice +19

General linear formulations of stochastic dominance criteria

Thierry Post, Miloš Kopa · European Journal of Operational Research · 2013 · 83 citations

Mathematical Programming, Engineering, Stochastic System +4

A general test for SSD portfolio efficiency

Miloš Kopa, Thierry Post · OR Spectrum · 2014 · 60 citations

Portfolio Optimization, Asset Pricing, Management +9

Robustness of optimal portfolios under risk and stochastic dominance constraints

Jitka Dupačová, Miloš Kopa · European Journal of Operational Research · 2013 · 59 citations

Mathematical Programming, Economics, Portfolio Optimization +10

Robustness in stochastic programs with risk constraints

Jitka Dupačová, Miloš Kopa · Annals of Operations Research · 2011 · 53 citations

Uncertainty Quantification, Robust Optimization, Risk Constraints +1

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