Total number of publications: 25
Articles
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No shortfall of ES estimators: Insights from cryptocurrency portfolios
Finance Research Letters, year: 2025, volume: 73, edition: March, DOI
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On the Testing of Adaptive Markets Hypothesis Using Rolling Windows
APPLIED ECONOMICS LETTERS, year: 2025, DOI
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P2P loan performance forecasting and portfolio optimization: the role of distance metrics in mixed data classification
Financial Markets and Portfolio Management, year: 2025, DOI
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Peer-to-peer loan returns: heterogeneous effects across quantiles
APPLIED ECONOMICS LETTERS, year: 2025, volume: 32, edition: 7, DOI
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Pricing Credit Default Swaps under the scaled constant elasticity of variance model
IMA JOURNAL OF MANAGEMENT MATHEMATICS, year: 2025, DOI
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Profesní kompetence a osobnostní předpoklady ESG auditorů
Český finanční a účetní časopis, year: 2025, volume: 2025, edition: 1, DOI
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Smoothed semicovariance estimation for portfolio selection
ANNALS OF OPERATIONS RESEARCH, year: 2025, DOI
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Spectral risk for digital assets
REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, year: 2025, volume: 64, edition: 2, DOI
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The Determinants of Financial Development: Evidence from Bayesian Model Averaging
ECONOMIC SYSTEMS, year: 2025, volume: 49, edition: 2, DOI
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The role of ESG factor in stock clustering based on risk-return-liquidity dimensions
The North American Journal of Economics and Finance, year: 2025, volume: 76, edition: January, DOI