Jitka Dupacová

Publication Activity (10 Years)

Years Active: 1984-2017
Publications (10 Years): 1

Top Topics

Optimal Portfolio

Stage Stochastic Programs

Top Venues

Ann. Oper. Res.

Comput. Manag. Sci.

Eur. J. Oper. Res.

Publications

Jitka Dupacová, Václav Kozmík
SDDP for multistage stochastic programs: preprocessing via scenario reduction. Comput. Manag. Sci. 14 (1) (2017)
Jitka Dupacová, Václav Kozmík
Structure of risk-averse multistage stochastic programs. OR Spectr. 37 (3) (2015)
Jitka Dupacová, Milos Kopa
Robustness of optimal portfolios under risk and stochastic dominance constraints. Eur. J. Oper. Res. 234 (2) (2014)
Martin Branda, Jitka Dupacová
Approximation and contamination bounds for probabilistic programs. Ann. Oper. Res. 193 (1) (2012)
Jitka Dupacová, Milos Kopa
Robustness in stochastic programs with risk constraints. Ann. Oper. Res. 200 (1) (2012)
Jitka Dupacová
Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints. System Modelling and Optimization (2011)
Jitka Dupacová
Stochastic geometric programming with an application. Kybernetika 46 (3) (2010)
Jitka Dupacová, Jan Polívka
Asset-liability management for Czech pension funds using stochastic programming. Ann. Oper. Res. 165 (1) (2009)
Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia
Testing the structure of multistage stochastic programs. Comput. Manag. Sci. 6 (2) (2009)
Jitka Dupacová, Teemu Pennanen
Special issue: Stochastic Programming in EURO XXII in Prague. Kybernetika 44 (2) (2008)
Jitka Dupacová
Risk objectives in two-stage stochastic programming models. Kybernetika 44 (2) (2008)
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
Horizon and stages in applications of stochastic programming in finance. Ann. Oper. Res. 142 (1) (2006)
Jitka Dupacová
Uncertainties in stochastic programming models: The minimax approach. Algorithms for Optimization with Incomplete Information (2005)
Jitka Dupacová
Stress Testing via Contamination. Coping with Uncertainty (2004)
Jitka Dupacová, Nicole Gröwe-Kuska, Werner Römisch
Scenario reduction in stochastic programming. Math. Program. 95 (3) (2003)
Jitka Dupacová
Applications of stochastic programming: Achievements and questions. Eur. J. Oper. Res. 140 (2) (2002)
Jitka Dupacová, Marida Bertocchi
From data to model and back to data: A bond portfolio management problem. Eur. J. Oper. Res. 134 (2) (2001)
Jitka Dupacová, Giorgio Consigli, Stein W. Wallace
Scenarios for Multistage Stochastic Programs. Ann. Oper. Res. 100 (1-4) (2000)
Jitka Dupacová
Stability Properties of a Bond Portfolio Management Problem. Ann. Oper. Res. 99 (1-4) (2000)
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. Ann. Oper. Res. 99 (1-4) (2000)
Jitka Dupacová
Portfolio optimization via stochastic programming: Methods of output analysis. Math. Methods Oper. Res. 50 (2) (1999)
Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová
Highly parallel computing in simulation on dynamic bond portfolio management. APL (1998)
Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková
On estimating the yield and volatility curves. Kybernetika 33 (6) (1997)
Jitka Dupacová
Scenario-based stochastic programs: Resistance with respect to sample. Ann. Oper. Res. 64 (1) (1996)
Jitka Dupacová
Postoptimality for multistage stochastic linear programs. Ann. Oper. Res. 56 (1) (1995)
Jitka Dupacová
Multistage stochastic programs: The state-of-the-art and selected bibliography. Kybernetika 31 (2) (1995)
Jitka Dupacová
On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics. Kybernetika 27 (1) (1991)
Jitka Dupacová
On statistical sensitivity analysis in stochastic programming. Ann. Oper. Res. 30 (1) (1991)
Jitka Dupacová
Stability in stochastic programming with recourse-estimated parameters. Math. Program. 28 (1) (1984)