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Zdeněk Zmeškal
(Zdenek Zmeskal)

Personal Details

First Name:Zdenek
Middle Name:
Last Name:Zmeskal
Suffix:
RePEc Short-ID:pzm3
[This author has chosen not to make the email address public]
http://homel.vsb.cz/~zme40/
Terminal Degree:1996 (from RePEc Genealogy)

Affiliation

Ekonomická fakulta
Vysoká Škola Báňská-Technická Univerzita Ostrava

Ostrava, Czech Republic
http://www.ekf.vsb.cz/
RePEc:edi:fevsbcz (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Wu, Xiaojuan & Dluhošová, Dana & Zmeškal, Zdeněk, 2023. "The moderating role of a corporate life cycle with the impact of economic value-added on corporate social responsibility: Evidence from China's listed companies," Emerging Markets Review, Elsevier, vol. 55(C).
  2. Zdeněk Zmeškal & Dana Dluhošová & Karolina Lisztwanová & Antonín Pončík & Iveta Ratmanová, 2023. "Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy," Forecasting, MDPI, vol. 5(2), pages 1-19, May.
  3. Dana Dluhosova & Karolina Lisztwanova & Antonín Poncik & Iveta Ratmanová & Zdenek Zmeskal, 2022. "Dynamic and Static Decomposition Analysis of the Czech Automotive Production Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 84-95.
  4. Haochen Guo & Zdeněk Zmeškal, 2022. "TARCH model-based dynamic hedging strategy of ADR portfolios," International Journal of Economics and Accounting, Inderscience Enterprises Ltd, vol. 11(2), pages 199-211.
  5. Xiaojuan Wu & Dana Dluhošová & Zdeněk Zmeškal, 2021. "Corporate Social Responsibility and Profitability: The Moderating Role of Firm Type in Chinese Appliance Listed Companies," Energies, MDPI, vol. 14(1), pages 1-12, January.
  6. Zmeskal, Zdenek, 2010. "Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 207(2), pages 1096-1103, December.
  7. Zdenìk Zmeškal, 2008. "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 261-275, August.
  8. Zmeskal, Zdenek, 2005. "Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 263-275.
  9. Zmeskal, Zdenek, 2005. "Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 161(2), pages 337-347, March.
  10. Zdenìk Zmeškal, 2004. "Hedging Strategies and Financial Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(1-2), pages 50-63, January.
  11. Zmeskal, Zdenek, 2001. "Application of the fuzzy-stochastic methodology to appraising the firm value as a European call option," European Journal of Operational Research, Elsevier, vol. 135(2), pages 303-310, December.
  12. Zdenìk Zmeškal, 1999. "Fuzzy-stochastický odhad hodnoty firmy jako kupní opce (Fuzzy-stochastic Estimation of a Firm Value as a Call Option)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 49(3), pages 168-175, March.
  13. Zdeněk Zmeškal, 1998. "Modelování alokace financí firmy na bázi fuzzy množin [Modelling of company finance allocation on the basis of fuzzy sets]," Politická ekonomie, Prague University of Economics and Business, vol. 1998(1).
  14. Zdenìk Zmeškal, 1995. "Dynamický optimalizaèní model volby odpisové metody, tvorby a užití finanèních zdrojù (Using a Dynamic Optimalization Model for Financial Planning)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 45(1), pages 29-36, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Xiaojuan Wu & Dana Dluhošová & Zdeněk Zmeškal, 2021. "Corporate Social Responsibility and Profitability: The Moderating Role of Firm Type in Chinese Appliance Listed Companies," Energies, MDPI, vol. 14(1), pages 1-12, January.

    Cited by:

    1. Elzbieta Pawlowska & Joanna Machnik-Slomka & Iwona Klosok-Bazan & Miroslava Gono & Radomir Gono, 2021. "Corporate Social Responsibility of Water and Sanitation Company in the Czech Republic—Case Study," Energies, MDPI, vol. 14(13), pages 1-24, July.
    2. Beata Bieszk-Stolorz & Iwona Markowicz, 2021. "Decline in Share Prices of Energy and Fuel Companies on the Warsaw Stock Exchange as a Reaction to the COVID-19 Pandemic," Energies, MDPI, vol. 14(17), pages 1-17, August.
    3. Wu, Xiaojuan & Dluhošová, Dana & Zmeškal, Zdeněk, 2023. "The moderating role of a corporate life cycle with the impact of economic value-added on corporate social responsibility: Evidence from China's listed companies," Emerging Markets Review, Elsevier, vol. 55(C).
    4. Marek Nagy & Katarina Valaskova & Pavol Durana, 2022. "The Effect of CSR Policy on Earnings Management Behavior: Evidence from Visegrad Publicly Listed Enterprises," Risks, MDPI, vol. 10(11), pages 1-14, October.
    5. Petr Petera & Jaroslav Wagner & Renáta Pakšiová, 2021. "The Influence of Environmental Strategy, Environmental Reporting and Environmental Management Control System on Environmental and Economic Performance," Energies, MDPI, vol. 14(15), pages 1-20, July.

  2. Zmeskal, Zdenek, 2010. "Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 207(2), pages 1096-1103, December.

    Cited by:

    1. Andrea Kolkova, 2017. "Testing EMA Indicator for the Currency Pair EUR / USD," International Journal of Entrepreneurial Knowledge, Center for International Scientific Research of VSO and VSPP, vol. 5(1), pages 35-40, June.
    2. Marek Durica & Danuse Guttenova & Ludovit Pinda & Lucia Svabova, 2018. "Sustainable Value of Investment in Real Estate: Real Options Approach," Sustainability, MDPI, vol. 10(12), pages 1-18, December.
    3. Gorupec Natalia & Tiberius Victor & Brehmer Nataliia & Kraus Sascha, 2022. "Tackling uncertain future scenarios with real options: A review and research framework," The Irish Journal of Management, Sciendo, vol. 41(1), pages 69-88, July.
    4. Gambaro, Anna Maria & Kyriakou, Ioannis & Fusai, Gianluca, 2020. "General lattice methods for arithmetic Asian options," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1185-1199.
    5. Wei-Guo Zhang & Zhe Li & Yong-Jun Liu & Yue Zhang, 2021. "Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 483-515, August.
    6. Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.
    7. Kolkova Andrea & Lenertova Lucie, 2016. "Binary Options As A Modern Fenomenon Of Financial Business," International Journal of Entrepreneurial Knowledge, Center for International Scientific Research of VSO and VSPP, vol. 4(1), pages 52-59, June.

  3. Zmeskal, Zdenek, 2005. "Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 263-275.

    Cited by:

    1. Kaijian He & Kin Keung Lai & Guocheng Xiang, 2012. "Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach," Energies, MDPI, vol. 5(4), pages 1-26, April.
    2. Li, Ting & Zhang, Weiguo & Xu, Weijun, 2015. "A fuzzy portfolio selection model with background risk," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 505-513.
    3. Katagiri, Hideki & Sakawa, Masatoshi & Kato, Kosuke & Nishizaki, Ichiro, 2008. "Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability," European Journal of Operational Research, Elsevier, vol. 188(2), pages 530-539, July.
    4. R. J. Almeida & U. Kaymak, 2009. "Probabilistic fuzzy systems in value‐at‐risk estimation," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 16(1‐2), pages 49-70, January.
    5. He, Kaijian & Wang, Lijun & Zou, Yingchao & Lai, Kin Keung, 2014. "Value at risk estimation with entropy-based wavelet analysis in exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 62-71.

  4. Zmeskal, Zdenek, 2005. "Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 161(2), pages 337-347, March.

    Cited by:

    1. Luhandjula, M.K. & Joubert, J.W., 2010. "On some optimisation models in a fuzzy-stochastic environment," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1433-1441, December.
    2. Loschi, R.H. & Iglesias, P.L. & Arellano-Valle, R.B. & Cruz, F.R.B., 2007. "Full predictivistic modeling of stock market data: Application to change point problems," European Journal of Operational Research, Elsevier, vol. 180(1), pages 282-291, July.
    3. Zmeskal, Zdenek, 2010. "Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 207(2), pages 1096-1103, December.
    4. Kaijian He & Kin Keung Lai & Guocheng Xiang, 2012. "Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach," Energies, MDPI, vol. 5(4), pages 1-26, April.
    5. Katagiri, Hideki & Sakawa, Masatoshi & Kato, Kosuke & Nishizaki, Ichiro, 2008. "Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability," European Journal of Operational Research, Elsevier, vol. 188(2), pages 530-539, July.
    6. Van Hop, Nguyen, 2007. "Fuzzy stochastic goal programming problems," European Journal of Operational Research, Elsevier, vol. 176(1), pages 77-86, January.
    7. R. J. Almeida & U. Kaymak, 2009. "Probabilistic fuzzy systems in value‐at‐risk estimation," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 16(1‐2), pages 49-70, January.
    8. Koissi, Marie-Claire & Shapiro, Arnold F., 2006. "Fuzzy formulation of the Lee-Carter model for mortality forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 287-309, December.
    9. Li, Jun & Xu, Jiuping, 2009. "A novel portfolio selection model in a hybrid uncertain environment," Omega, Elsevier, vol. 37(2), pages 439-449, April.
    10. He, Kaijian & Wang, Lijun & Zou, Yingchao & Lai, Kin Keung, 2014. "Value at risk estimation with entropy-based wavelet analysis in exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 62-71.
    11. de Andrés-Sánchez, Jorge & González-Vila Puchades, Laura, 2017. "The valuation of life contingencies: A symmetrical triangular fuzzy approximation," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 83-94.

  5. Zmeskal, Zdenek, 2001. "Application of the fuzzy-stochastic methodology to appraising the firm value as a European call option," European Journal of Operational Research, Elsevier, vol. 135(2), pages 303-310, December.

    Cited by:

    1. Collan, Mikael, 2008. "New Method for Real Option Valuation Using Fuzzy Numbers," Working Papers 466, IAMSR, Åbo Akademi.
    2. Luhandjula, M.K. & Joubert, J.W., 2010. "On some optimisation models in a fuzzy-stochastic environment," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1433-1441, December.
    3. Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2007. "Interval LU-fuzzy arithmetic in the Black and Scholes option pricing," Working Papers 0704, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
    4. Collan, Mikael, 2004. "Fuzzy Real Investment Valuation Model for Giga-Investments, and a Note on Giga-Investment Lifecycle and Valuation," MPRA Paper 4329, University Library of Munich, Germany.
    5. Zmeskal, Zdenek, 2010. "Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 207(2), pages 1096-1103, December.
    6. Zdenìk Zmeškal, 2008. "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 261-275, August.
    7. Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013. "Value function computation in fuzzy models by differential evolution," Working Papers 1311, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
    8. Zmeskal, Zdenek, 2005. "Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 161(2), pages 337-347, March.
    9. Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany.
    10. Wu, Desheng Dash & Zhang, Yidong & Wu, Dexiang & Olson, David L., 2010. "Fuzzy multi-objective programming for supplier selection and risk modeling: A possibility approach," European Journal of Operational Research, Elsevier, vol. 200(3), pages 774-787, February.
    11. C-T Tsao, 2006. "A fuzzy MCDM approach for stock selection," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(11), pages 1341-1352, November.
    12. Prelipcean Gabriela & Boscoianu Mircea & Lupan Mariana, 2009. "New Aspects Regarding The Evaluation Of Investments In Critical Infrastructure," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 522-527, May.
    13. Collan, Mikael & Fullér, Robert & József, Mezei, 2008. "A Fuzzy Pay-off Method for Real Option Valuation," MPRA Paper 13601, University Library of Munich, Germany.
    14. Li, Jun & Xu, Jiuping, 2009. "A novel portfolio selection model in a hybrid uncertain environment," Omega, Elsevier, vol. 37(2), pages 439-449, April.
    15. Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2015. "Option prices by differential evolution," Working Papers 1511, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
    16. A. O. Baranov & E. I. Muzyko & V. N. Pavlov, 2023. "Development of a Methodology for Analyzing the Effectiveness of Venture Capital Investment Based on Option and Fuzzy-Sets Approaches," Studies on Russian Economic Development, Springer, vol. 34(5), pages 565-572, October.
    17. Zmeskal, Zdenek, 2005. "Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 263-275.

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