フォロー
Robert Navrátil
Robert Navrátil
確認したメール アドレス: karlin.mff.cuni.cz
タイトル
引用先
引用先
On equity market inefficiency during the COVID-19 pandemic
R Navratil, S Taylor, J Vecer
International Review of Financial Analysis 77, 101820, 2021
192021
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
R Navratil, S Taylor, J Vecer
European Journal of Operational Research 302 (3), 1215-1229, 2022
52022
Options on a traded account: symmetric treatment of the underlying assets
J Vecer, J Kampen, R Navratil
Quantitative Finance 20 (1), 37-47, 2020
22020
On Market Efficiency, Optimal Distributional Trading Gain, and Utility Maximization
R Navrátil
Univerzita Karlova, Matematicko-fyzikální fakulta, 2022
2022
Utility Based Model Selection and Model Averaging
R Navratil, J Vecer
Available at SSRN 3448046, 2019
2019
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