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0385930 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
Kopa, Miloš
Value at Risk application to FSD portfolio efficiency testing.
Proceedings of Managing and Modelling of Financial Risks 2012. Ostrava: VŠB-Technická univerzita Ostrava, Ekonomická fakulta, 2012, s. 320-325. ISBN 978-80-248-2835-0.
[Managing and modeling of financial risks 2012. Ostrava (CZ), 10.09.2012-11.09.2012]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Value at Risk * first order stochastic dominance * portfolio efficiency
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/kopa-value at risk application to fsd portfolio efficiency testing.pdf
Permanent Link: http://hdl.handle.net/11104/0216178