List of Publications

Books

KRESTA, A. (2016). Kvantitativní metody investování s aplikacemi v prostředí Matlab. Ostrava: VŠB-Technical University of Ostrava. 224 p. ISBN 978-80-248-3898-4.
KRESTA, A. (2015). Financial Engineering in Matlab: Selected Approaches and Algorithms. Ostrava: VŠB-Technical University of Ostrava. 190 p. ISBN 978-80-248-3702-4.
DLUHOŠOVÁ, D., ČULÍK, M., GURNÝ, P., KRESTA, A., VALECKÝ, J., ZMEŠKAL, Z. (2014). Financial management and decision-making of a company: analysis, investing, valuation, sensitivity, risk, flexibility. Ostrava: VŠB-Technical University of Ostrava. 259 p. ISBN 978-80-248-3619-5.

Journal Papers (in journals with positive impact factor)

KRESTA, A., TICHÝ, T., TOLOO, M. (2017). Posouzení modelů odhadu tržního rizika s využitím DEA přístupu. Politická ekonomie 65(2): 161-178. ISSN 0032-3233.
KRESTA, A., TICHÝ, T. (2016). Selection of efficient market risk models: Backtesting results evaluation with DEA approach. Computers & Industrial Engineering 102(Dec.): 331-339. ISSN 0360-8352.
TOLOO, M., KRESTA, A. (2014). Finding the best asset financing alternative: A DEA-WEO approach. Measurement 55(Sep.): 288-294. ISSN 0263-2241.
KRESTA, A., TICHÝ, T. (2012). Odhad tržního rizika na bázi Lévyho modelů a časový horizont. E+M Ekonomie a Management 15(4): 147-158. ISSN 1212-3609.
KRESTA, A., TICHÝ, T. (2012). International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions. Finance a Uver-Czech Journal of Economics and Finance 62(2): 141-161. ISSN 0015-1920.

Journal Papers

KRESTA, A. (2015). Application of Performance Ratios in Portfolio Optimization. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 63(6): 1969-1977. ISSN 1211-8516.
KRESTA, A. (2015). Application of GARCH-Copula Model in Portfolio Optimization. Financial Assets and Investing 6(2): 7-20. ISSN 1804–5081.
KRESTA, A., ZELINKOVÁ, K. (2015). Backtesting of portfolio optimization with and without risk-free asset. Ekonomická revue - Central European Review of Economics Issues 18(2): 75-81. ISSN 1212-3951.
BARTUSKOVÁ, T., PAPALOVÁ, M., KRESTA, A. (2015). Selection of forecasting method: AHP approach. Scientific Papers of the University of Pardubice: Series D 22(34): 17-28. ISSN 1211-555X.
KRESTA, A., MATUŠKOVÁ, P., TICHÝ, T. (2013). Backtesting results of international portfolio for an insurance company. Actual Problems of Economics 3(2): 146-154. ISSN 1993-6788.
KRESTA, A. (2013). Backtesting of FHS for VaR Estimation of Prague Stock Market Index. ECON-Journal of Economic, Management and Business 23(1): 15-26. ISSN 1803-3865.
KRESTA, A. (2012). Porovnání přesnosti modelování výnosů portfolia pro různá období na trhu. Acta academica karviniensia 2012(1): 101-114. ISSN 1212-415X.
KRESTA, A., TICHÝ, T. (2012). Some results on foreign equity portfolio risk backtesting via Lévy ordinary copula model. Journal of Competitiveness 4(2): 85-96. ISSN 1804-171X.
KRESTA, A. (2011). Testing of models utilized for VaR estimation. Ekonomická revue - Central European Review of Economics Issues 14(3): 201-212. ISSN 1212-3951.
KRESTA, A. (2011). Solving cardinality constrained portfolio optimization problem by binary particle swarm optimization algorithm. Acta academica karviniensia 2011(3): 24-33. ISSN 1212-415X.
KRESTA, A., PETROVÁ, I., TICHÝ, T. (2010). Innovations at financial markets: How to model higher moments of portfolio distribution. Actual Problems of Economics 2(12): 59-71. ISSN 1993-6788.

Selected Papers Published in Conference Proceedings

KRESTA, A. (2015). Selected Empirical Results on Portfolio Optimization. In: 18 Annual International Conference Enterprise and Competitive Environment Conference Proceedings. Brno: Mendelova univerzita v Brně, 422-431. ISBN 978-80-7509-342-4.
KRESTA, A., FRANEK, J. (2015). Analysis of Moving Average Rules Applicability in Czech Stock Market. Procedia Economics and Finance 30: 364-371. ISSN 2212-5671.
BARTUSKOVÁ, T., KRESTA, A. (2015). Application of AHP Method in External Strategic Analysis of the Selected Organization. Procedia Economics and Finance 30: 146–154. ISSN 2212-5671.
KRESTA, A. (2014). Empirical Analysis of EUR/USD by Means of Markov Chain. In: Managing and Modeling of Financial Risks: 7th international scientific conference : proceedings. Ostrava: VŠB-TUO, 411-417. ISBN 978-80-248-3631-7.
FRANEK, J., KRESTA, A. (2014). Judgment scales and consistency measure in AHP. Procedia Economics and Finance 12: 164–173. ISSN 2212-5671.
KRESTA, A., TICHÝ, T. (2014). Efficient Risk Models: Application of DEA Approach. In: CIE 2014 - 44th International Conference on Computers and Industrial Engineering and IMSS 2014 - 9th International Symposium on Intelligent Manufacturing and Service Systems.... New York: Curran Associates, 976-987. ISBN 978-1-63439-679-0.