On equity market inefficiency during the COVID-19 pandemic R Navratil, S Taylor, J Vecer International Review of Financial Analysis 77, 101820, 2021 | 19 | 2021 |
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 | 5 | 2022 |
Options on a traded account: symmetric treatment of the underlying assets J Vecer, J Kampen, R Navratil Quantitative Finance 20 (1), 37-47, 2020 | 2 | 2020 |
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 |