1. DrawDown As Method of Portfolio Risk Selection
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200 | 1- | $a DrawDown As Method of Portfolio Risk Selection $f I. Brezina, I. Brezina Jr. |
330 | $a Riziko portfólia. Miera rizika DrawDown predstavuje relatívne nový prístup k modelovaniu rizika na investičnom trhu. DrawDown predstavuje pokles hodnoty portfólia od dosiahnutého maxima po jeho aktuálnu hodnotu na konci sledovaného obdobia. Maximálny DrawDown ako odvodená miera. Optimalizačný model výberu portfólia naprogramovaný v jazyku R, testovaný na 8 akciových indexoch v období 2010-2014. | |
463 | -1 | $1 001 eu_un_cat*0251928 $1 010 $a 978-1-138-60415-5 $1 200 1 $a Marketing Management, Trade, Financial and Social Aspects of Business (MTS 2018): Production Management and Business Development $e Proceedings of the 6th Annual International Scientific Conference on Marketing Management, Trade, Financial and Social Aspects of Business (MTS 2018), 17-19 May 2018, (Košice, Slovak Republic) and (Uzhhorod, Ukraine) $g Editors: Bohuslava Mihalčová, Petra Szaryszová, Lenka Štofová... [et al.] $g Reviewers: Mária Ria Janošková $v Pp. 33-35 $1 210 $a Leiden $c CRC Press/Taylor & Francis Group $d 2019 $1 215 $a [257 s.] [12,85 AH] $1 702 1 $3 eu_un_auth*p0049046 $a Mihalčová $b Bohuslava $4 340 $1 702 1 $3 eu_un_auth*0049280 $a Szaryszová $b Petra $4 340 $1 702 1 $3 eu_un_auth*0053897 $a Štofová $b Lenka $4 340 $1 702 1 $3 eu_un_auth*0013522 $a Pružinský $b Michal $4 340 $1 702 1 $3 eu_un_auth*0054930 $a Gontkovičová $b Barbora $4 340 $1 702 1 $3 eu_un_auth*0083580 $a Janošková $b Mária Ria $4 675 $1 710 12 $a Marketing Management, Trade, Financial and Social Aspects of Business (MTS 2018): Production Management and Business Development $b International Scientific Conference $d 6. $e Košice, Slovak Republic and Uzhhorod, Ukraine $f 17.-19.5.2018 |
541 | 1- | $a DrawDown ako metóda určenia rizika portfólia |
610 | 1- | $9 eu_un_auth*h0004539 $a portfólio |
610 | 1- | $9 eu_un_auth*h0005444 $a riziko |
610 | 1- | $9 eu_un_auth*h0006608 $a trh finančný |
610 | 1- | $9 eu_un_auth*h0006609 $a trh finančný medzinárodný |
610 | 1- | $9 eu_un_auth*h0002544 $a investície |
610 | 1- | $9 eu_un_auth*0069156 $a riziko investičné |
610 | 1- | $9 eu_un_auth*h0003392 $a modelovanie |
610 | 1- | $9 eu_un_auth*h0003397 $a modely |
610 | 1- | $9 eu_un_auth*h0003992 $a optimalizácia |
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T85 | $x existuji fulltexy |