Principal researcher

Martin Branda

Members of the working group

Martin Branda, Jitka Dupačová, Miloš Kopa, Petr Lachout, Václav Kozmík, Stanislav Nagy, Barbora Petrová

The research objectives

  • Mean-risk models
  • Portfolio efficiency
  • New portfolio selection problems on the set of efficient portfolios
  • Algorithms and theoretical properties