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Publications by Jan Vorisek

Dynamic Model of Losses of a Creditor With a Large Mortgage Portfolio

SSRN Electronic Journal

English

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On a Model of Portfolio Selection With Benchmark

SSRN Electronic Journal

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Methods for Mortgage Portfolio Refinancing Cost Reduction Under Mortgage Securitization: The Case of Russian Originators

Finance and Credit

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Ordering of Optimal Portfolio Allocations in a Model With a Mixture of Fundamental Risks

Journal of Applied Probability

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Dynamic Portfolio Model Based on the Analysis of the Influencing Factors

Operations Research and Fuzziology

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A Dynamic Portfolio of American Option Using Fuzzy Binomial Method

Journal of Innovative Technology and Education

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A Simplified Model for Portfolio Analysis

Management Science

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Operations Research

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Cyclical Correlations, Credit Contagion, and Portfolio Losses

SSRN Electronic Journal

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A Dynamic Model of Repositioning

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Quantifying Credit Portfolio Losses Under Multi-Factor Models

International Journal of Computer Mathematics

Computational Theory

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Computer Science Applications

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