Martin Branda
TitleCited byYear
DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices
M Branda, M Kopa
THE CZECH JOURNAL OF ECONOMICS AND FINANCE 62 (2), 106-124, 2012
412012
Diversification-consistent data envelopment analysis with general deviation measures
M Branda
European Journal of Operational Research 226 (3), 626-635, 2013
362013
On relations between DEA-risk models and stochastic dominance efficiency tests
M Branda, M Kopa
Central European Journal of Operations Research 22 (1), 13-35, 2014
312014
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
M Branda
Operations Research Letters 40 (3), 207-211, 2012
312012
Diversification-consistent data envelopment analysis based on directional-distance measures
M Branda
Omega 52, 65-76, 2015
292015
Nonlinear chance constrained problems: optimality conditions, regularization and solvers
L Adam, M Branda
Journal of Optimization Theory and Applications 2 (170), 419-436, 2016
282016
Approximation and contamination bounds for probabilistic programs
M Branda, J Dupačová
Annals of operations research 193 (1), 3-19, 2012
242012
Stochastic programming problems with generalized integrated chance constraints
M Branda
Optimization 61 (8), 949-968, 2012
222012
Reformulations of input–output oriented DEA tests with diversification
M Branda
Operations Research Letters 41 (5), 516-520, 2013
202013
Convergence of a Scholtes-type Regularization Method for Cardinality-Constrained Optimization Problems with an Application in Sparse Robust Portfolio Optimization
M Branda, M Bucher, M Červinka, A Schwartz
arXiv:1703.10637, 2017
172017
DEA models equivalent to general Nth order stochastic dominance efficiency tests
M Branda, M Kopa
Operations Research Letters 44 (2), 285-289, 2016
172016
Chance constrained problems: penalty reformulation and performance of sample approximation technique
M Branda
Kybernetika 48 (1), 105-122, 2012
162012
Fixed interval scheduling under uncertainty–A tabu search algorithm for an extended robust coloring formulation
M Branda, J Novotný, A Olstad
Computers & Industrial Engineering 93, 45-54, 2016
152016
Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
M Branda
Optimization Letters 3 (8), 1-15, 2014
142014
Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
M Branda
Asia-Pacific Journal of Operational Research, 2014
112014
On relations between chance constrained and penalty function problems under discrete distributions
M Branda
Mathematical Methods of Operations Research, 2013
102013
Sparse optimization for inverse problems in atmospheric modelling
L Adam, M Branda
Environmental Modelling & Software 79, 256–266, 2016
92016
Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques
M Branda
28th International Conference on Mathematical Methods in Economics 2010, 1-6, 2010
82010
Solving joint chance constrained problems using regularization and Benders’ decomposition
L Adam, M Branda, H Heitsch, R Henrion
Annals of Operations Research, 1-27, 2018
62018
Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
M Branda
4OR 14 (1), 77-99, 2016
62016
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Articles 1–20