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1. Portfolio Selection Model Based on CVaR Performance Measure
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101 | 0- | $a eng $d eng |
102 | $a SK | |
200 | 1- | $a Portfolio Selection Model Based on CVaR Performance Measure $f Juraj Pekár, Ivan Brezina, Ivan Brezina ml. |
301 | $a VEGA 1/0351/17 | |
321 | $a Registrovaný: Web of Science | |
330 | $a Meranie výkonnosti založené na metóde Value at Risk (VaR). Model výberu portfólia založený na meraní výkonnosti CVaR. | |
463 | -1 | $1 001 eu_un_cat*0243801 $1 010 $a 978-80-89962-07-5 $1 010 $a 978-80-89962-07-5 $1 200 1 $a Quantitative Methods in Economics $e Multiple Criteria Decision Making XIX : Proceedings of the International Scientific Conference : 23rd May - 25th May 2018, Trenčianske Teplice, Slovakia $g Technical Editor: Marian Reiff, Pavel Gežík, Web Editor: Martin Lukáčik $g Referees: Adam Borovička ... [et al.] $v Pp. 266-271 $1 210 $a Bratislava $c Letra Edu $d 2018 $1 215 $a 412 s. [12,95 AH] $1 702 1 $3 eu_un_auth*p0072613 $a Reiff $b Marian $4 340 $1 702 1 $3 eu_un_auth*0015706 $a Gežík $b Pavel $4 340 $1 702 1 $3 eu_un_auth*p0050171 $a Lukáčik $b Martin $4 340 $1 702 1 $3 eu_un_auth*0040402 $a Borovička $b Adam $4 675 $1 702 1 $3 eu_un_auth*p0020698 $a Brezina $b Ivan $4 675 $1 710 12 $a Quantitative Methods in Economics : Multiple Criteria Decision Making XIX $b International Scientific Conference $d 19. $e Trenčianske Teplice, Slovakia $f 23.-25.5.2018 |
541 | 1- | $a Výberový model portfólia založený na meraní výkonnosti CVaR |
610 | 1- | $9 eu_un_auth*h0002565 $a investori |
610 | 1- | $9 eu_un_auth*h0002566 $a investovanie |
610 | 1- | $9 eu_un_auth*h0005444 $a riziko |
610 | 1- | $9 eu_un_auth*0069156 $a riziko investičné |
610 | 1- | $9 eu_un_auth*h0004539 $a portfólio |
610 | 1- | $9 eu_un_auth*h0007087 $a výkonnosť |
610 | 1- | $9 eu_un_auth*0045302 $a meranie výkonnosti |
610 | 1- | $9 eu_un_auth*h0003397 $a modely |
610 | 1- | $9 eu_un_auth*h0003314 $a metódy matematické |
610 | 1- | $9 eu_un_auth*0009348 $a metóda Value at Risk |
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T85 | $x existuji fulltexy |