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Stability of SSD portfolio efficiency - monthly versus yearly returns
- 1.0329687 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Kopa, Miloš
Stability of SSD portfolio efficiency - monthly versus yearly returns.
[Stabilita SSD eficience portfolia - měsíční versus roční výnosy.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 184-187. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR GA402/07/1113
Grant - others:GA ČR(CZ) GP201/07/P107
Institutional research plan: CEZ:AV0Z10750506
Keywords : second-order stochastic dominance * portfolio inefficiency * scenario approach
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/kopa-stability of ssd portfolio efficiency - monthly versus yearly returns.pdf
Stability of SSD portfolio efficiency - monthly versus yearly returns.
Stabilita SSD eficienčního portfolia - měsíční versus roční výnosy.
Permanent Link: http://hdl.handle.net/11104/0175654
Number of the records: 1