Issue contents

Volume 53 (2017)
Volume 54 (2018)
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 Volume 55 (2019)

Special issue: Mathematical Methods in Economy and Industry 2017

Editorial
1105 Special issue: Mathematical Methods in Economy and Industry 2017
Articles
1106-1121 M. Maciak, B. Peštová and M. Pešta Structural breaks in dependent, heteroscedastic, and extremal panel data
1122-1137 Z. Prášková Change point detection in vector autoregression
1138-1155 T. Cipra and R. Hendrych Robust recursive estimation of GARCH models
1156-1166 P. Volf On quantile optimization problem based on information from censored data
1167-1183 S. Kilianová and D. Ševčovič Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
1184-1200 S. Vitali Multistage multivariate nested distance: An empirical analysis
1201-1217 J. Kůdela and P. Popela Chance constrained optimal beam design: Convex reformulation and probabilistic robust design
1218-1230 K. Sladký Risk-sensitive average optimality in Markov decision processes
1231-1246 V. Kaňková and V. Omelčenko Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric
1247-1263 T. Rusý and M. Kopa An asset-liability management stochastic program of a leasing company
1264-1283 B. Petrová Multivariate stochastic dominance for multivariate normal distribution