Details about Martin Branda

Access statistics for papers by Martin Branda.

Last updated 2018-08-11. Update your information in the RePEc Author Service.

Short-id: pbr495

Journal Articles

2018

1. Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
   Computational Optimization and Applications, 2018, 70, (2), 503-530 View citations (5)

2017

2. Flow-based formulations for operational fixed interval scheduling problems with random delays
   Computational Management Science, 2017, 14, (1), 161-177

2016

3. Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers
   Journal of Optimization Theory and Applications, 2016, 170, (2), 419-436 View citations (6)

2015

4. Diversification-consistent data envelopment analysis based on directional-distance measures
   Omega, 2015, 52, (C), 65-76 View citations (24)

2014

5. On relations between DEA-risk models and stochastic dominance efficiency tests
   Central European Journal of Operations Research, 2014, 22, (1), 13-35 View citations (17)
6. Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance
   Asia-Pacific Journal of Operational Research (APJOR), 2014, 31, (05), 1-17 View citations (5)

2013

7. Diversification-consistent data envelopment analysis with general deviation measures
   European Journal of Operational Research, 2013, 226, (3), 626-635 View citations (20)
8. On relations between chance constrained and penalty function problems under discrete distributions
   Mathematical Methods of Operations Research, 2013, 77, (2), 265-277 View citations (1)

2012

9. Approximation and contamination bounds for probabilistic programs
   Annals of Operations Research, 2012, 193, (1), 3-19 View citations (6)
10. DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices
    Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (2), 106-124 View citations (6)