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Stability of SSD portfolio efficiency - monthly versus yearly returns

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    SYSNO ASEP0329687
    Document TypeC - Proceedings Paper (int. conf.)
    R&D Document TypeConference Paper
    TitleStability of SSD portfolio efficiency - monthly versus yearly returns
    TitleStabilita SSD eficience portfolia - měsíční versus roční výnosy
    Author(s) Kopa, Miloš (UTIA-B) RID
    Source TitleProceedings of 27th International Conference Mathematical Methods in Economics 2009. - Prague : Czech University of Life Sciences Prague, 2009 / Brožová Helena - ISBN 978-80-213-1963-9
    Pagess. 184-187
    Number of pages4 s.
    Action27th International Conference Mathematical Methods in Economics 2009
    Event date09.09.2009-11.09.2009
    VEvent locationKostelec nad Černými lesy
    CountryCZ - Czech Republic
    Event typeCST
    Languageeng - English
    CountryCZ - Czech Republic
    Keywordssecond-order stochastic dominance ; portfolio inefficiency ; scenario approach
    Subject RIVAH - Economics
    R&D ProjectsGA402/07/1113 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    AnnotationStability of SSD portfolio efficiency - monthly versus yearly returns.
    WorkplaceInstitute of Information Theory and Automation
    ContactMarkéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
    Year of Publishing2010
Number of the records: 1  

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