Dupaov Jitka

Jitka Dupaov

Information about the author Jitka Dupaov will soon be added to the site.
Found 6 papers in total
Robustness in stochastic programs with risk constraints
Robustness in stochastic programs with risk constraints
2012
This paper is a contribution to the robustness analysis for stochastic programs whose...
Horizon and stages in applications of stochastic programming in finance
Horizon and stages in applications of stochastic programming in finance
2006
To solve a decision problem under uncertainty via stochastic programming means to...
From data to model and back to data: A bond portfolio management problem
From data to model and back to data: A bond portfolio management problem
2001
The bond portfolio management problem is formulated as a multiperiod stochastic...
Stability properties of a bond portfolio management problem
Stability properties of a bond portfolio management problem
2000
The bond portfolio management problem is formulated as a multiperiod two-stage or...
Scenarios for multistage stochastic programs
Scenarios for multistage stochastic programs
2000
A major issue in any application of multistage stochastic programming is the...
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
2000
The bond portfolio management problem is formulated as a stochastic program based on...
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