Portfolio Analysis working group

Principal researcher

Martin Branda

Members of the working group

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

The research objectives

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