I. Melichercík

发表

Parallel Multistage Stochastic Programming Model Used in Portfolio Management

M. Lucká, L. Halada, I. Melichercík, 2006 .

Simple Explicit Formula for Near-Optimal Stochastic Lifestyling

A. Cerný, I. Melichercík, 2018 .

Dynamic Stochastic Accumulation Model with Application to Pension Savings Management

D. Ševčovič, I. Melichercík, 2010 .

Sensitivity Analysis for a Dynamic Stochastic Accumulation Model for Optimal Pension Savings Management

D. Ševčovič, I. Melichercík, T. Jakubík, 2009 .

Dynamic and Static Strategies for the Funded Pillar of the Slovak Pension System

D. Ševčovič, Sona Kilianová, I. Melichercík, 2006 .

Application of multistage stochastic programs solved in parallel in portfolio management

Mária Lucká, Ladislav Halada, Igor Melichercík, 2008, Parallel Comput..

Fire-prone areas delineated from a combination of the Nesterov Fire-risk Rating Index with multispectral satellite data

M. Onderka, I. Melichercík, 2010 .

INVESTMENT STRATEGIES IN THE FUNDED PILLAR OF THE SLOVAK PENSION SYSTEM

G. Szűcs, I. Vilcek, I. Melichercík, 2015 .

Dynamic portfolio optimization with risk management and strategy constraints

Igor Melichercík, Csilla Krommerová, I. Melichercík, 2015, Kybernetika.

Risks Due to Variability of K-Day Extreme Precipitation Totals and Other K-Day Extreme Events

P. Brunovský, D. Ševčovič, M. Lapin, 2009 .

Simple Explicit Formula for Near-Optimal Stochastic Lifestyling

I. Melichercík, A. Černý, 2018, Eur. J. Oper. Res..