Research output per year
Research output per year
Personal profile
Curriculum Vitae
MSc. Quantitative Finance, WU Vienna
2014 → 2016
Bc. Business Mathematics, Comenius Universität
2011 → 2014
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Acceptability maximization
Kovacova, G., Rudloff, B. & Cialenco, I., 2022, In: Frontiers of Mathematical Finance. 1, 2, p. 219 - 248Publication: Scientific journal › Journal article › peer-review
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Convex Projection and Convex Vector Optimization
Kovacova, G. & Rudloff, B., 2022, In: Journal of Global Optimization. 83, p. 301 - 327Publication: Scientific journal › Journal article › peer-review
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The set-valued Bellman's principle: Methodology, applications and computation
Kovacova, G., 2021Publication: Thesis › Doctoral thesis
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Time consistency of the mean-risk problem
Kovacova, G. & Rudloff, B., 2021, In: Operations Research. 69, 4, p. 1100 - 1117Publication: Scientific journal › Journal article › peer-review
Open AccessFile66 Downloads (Pure) -
Time Consistency of Dynamic Mean-Risk Portfolio Selection in Vector-Valued Setting
Kovacova, G., 2016Publication: Thesis › Master's thesis
Activities
- 21 Science to science
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Algorithms to solve unbounded convex vector optimization problems.
Gabriela Kovacova (Speaker)
2022Activity: Talk or presentation › Science to science
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Algorithms to solve unbounded convex vector optimization problems
Gabriela Kovacova (Speaker)
2022Activity: Talk or presentation › Science to science
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Time consistency and set-valued Bellmans principle: evidence from mean-risk problem and ac- ceptability maximization
Gabriela Kovacova (Speaker)
2022Activity: Talk or presentation › Science to science
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Acceptability maximization
Gabriela Kovacova (Speaker)
2022Activity: Talk or presentation › Science to science
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Algorithms to solve unbounded convex vector optimization problems
Gabriela Kovacova (Speaker)
2022Activity: Talk or presentation › Science to science
Projects
Prizes
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SIAM Activity Group on Financial Mathematics and Engineering Conference Paper Prize
Kovacova, Gabriela (Recipient), 2021
Prize
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