Branda Martin

Martin Branda

Information about the author Martin Branda will soon be added to the site.
Found 4 papers in total
On relations between DEA‐risk models and stochastic dominance efficiency tests
On relations between DEA‐risk models and stochastic dominance efficiency tests
2014
In this paper, several concepts of portfolio efficiency testing are compared, based...
Diversification‐consistent data envelopment analysis with general deviation measures
Diversification‐consistent data envelopment analysis with general deviation measures
2013
We propose new efficiency tests which are based on traditional DEA models and take...
Sample approximation technique for mixed‐integer stochastic programming problems with several chance constraints
Sample approximation technique for mixed‐integer stochastic programming problems with several chance constraints
2012
The paper deals with sample approximation applied to stochastic programming problems...
Approximation and contamination bounds for probabilistic programs
Approximation and contamination bounds for probabilistic programs
2012
Development of applicable robustness results for stochastic programs with...
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