Number of the records: 1  

Comparison of various approaches to portfolio efficiency

    1.
    SYSNO ASEP0364869
    Document TypeC - Proceedings Paper (int. conf.)
    R&D Document TypeConference Paper
    TitleComparison of various approaches to portfolio efficiency
    Author(s) Kopa, Miloš (UTIA-B) RID
    Source TitleMathematical Methods in Economics 2011. - Prague : Proffesional publishing, 2011 - ISBN 978-80-7431-058-4
    Pagess. 351-356
    Number of pages6 s.
    ActionMathematical Methods in Economics 2011
    Event date06.09.2011
    VEvent locationLiptovský Ján
    CountrySK - Slovakia
    Event typeEUR
    Languageeng - English
    CountryCZ - Czech Republic
    Keywordsportfolio efficiency ; second-order stochastic dominance ; mean-risk models
    Subject RIVBB - Applied Statistics, Operational Research
    R&D ProjectsGAP402/10/1610 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    UT WOS000309074600059
    AnnotationThis paper deals with portfolio efficiency testing with respect to various criteria.
    WorkplaceInstitute of Information Theory and Automation
    ContactMarkéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
    Year of Publishing2012
Number of the records: 1  

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