Number of the records: 1
Comparison of various approaches to portfolio efficiency
- 1.0364869 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Kopa, Miloš
Comparison of various approaches to portfolio efficiency.
Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 351-356. ISBN 978-80-7431-058-4.
[Mathematical Methods in Economics 2011. Liptovský Ján (SK), 06.09.2011]
R&D Projects: GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : portfolio efficiency * second-order stochastic dominance * mean-risk models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/kopa-comparison of various approaches to portfolio efficiency.pdf
This paper deals with portfolio efficiency testing with respect to various criteria.
Permanent Link: http://hdl.handle.net/11104/0200239
Number of the records: 1