1. Portfolio Selection Model Based on CVaR Performance Measure
Title | Portfolio Selection Model Based on CVaR Performance Measure | ||||||||
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Translation | Výberový model portfólia založený na meraní výkonnosti CVaR | ||||||||
Author info | Juraj Pekár, Ivan Brezina, Ivan Brezina ml. | ||||||||
Author | Pekár Juraj EUBFHIKOV - Katedra operačného výskumu a ekonometrie FHI | ||||||||
Co-authors | Brezina Ivan EUBFHIKOV - Katedra operačného výskumu a ekonometrie FHI | ||||||||
Brezina Ivan ml. | |||||||||
Source document | Quantitative Methods in Economics : Multiple Criteria Decision Making XIX : Proceedings of the International Scientific Conference : 23rd May - 25th May 2018, Trenčianske Teplice, Slovakia. Pp. 266-271. - Bratislava : Letra Edu, 2018 / Reiff Marian ; Gežík Pavel ; Lukáčik Martin ; Borovička Adam ; Brezina Ivan ; Quantitative Methods in Economics : Multiple Criteria Decision Making XIX International Scientific Conference. ISBN 978-80-89962-07-5 | ||||||||
Note | VEGA 1/0351/17. - Registrovaný: Web of Science | ||||||||
Document kind | schedule of articles from year books | ||||||||
Language | English | ||||||||
Country of Edition | Slovak Republic | ||||||||
Keywords | investori * investovanie * riziko * riziko investičné * portfólio * výkonnosť * meranie výkonnosti * modely * metódy matematické * metóda Value at Risk | ||||||||
Annotation | Meranie výkonnosti založené na metóde Value at Risk (VaR). Model výberu portfólia založený na meraní výkonnosti CVaR. | ||||||||
Public work category | Reports at home scientific conferences | ||||||||
Registered in | WOS | ||||||||
Database | PUBLIKAČNÁ ČINNOSŤ | ||||||||
No. of Archival Copy | E18 00223-006, online | ||||||||
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