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Value at Risk application to FSD portfolio efficiency testing
SYS 0385930 LBL 02145^^^^^2200301^^^450 005 20240103201816.6 014 $a 000317528600033 $2 WOS 100 $a 20130111d m y slo 03 ba 101 0-
$a eng $d eng 102 $a CZ 200 1-
$a Value at Risk application to FSD portfolio efficiency testing 215 $a 6 s. $c P 300 $a DOI nezjištěno 463 -1
$1 001 cav_un_epca*0385929 $1 010 $a 978-80-248-2835-0 $1 200 1 $a Proceedings of Managing and Modelling of Financial Risks 2012 $v S. 320-325 $1 210 $a Ostrava $c VŠB-Technická univerzita Ostrava, Ekonomická fakulta $d 2012 $1 541 1 $a Proceedings of Managing and Modelling of Financial Risks 2012 $z eng 610 0-
$a Value at Risk 610 0-
$a first order stochastic dominance 610 0-
$a portfolio efficiency 700 -1
$3 cav_un_auth*0254103 $a Kopa $b Miloš $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $z G $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2013/E/kopa-value at risk application to fsd portfolio efficiency testing.pdf
Počet záznamů: 1