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Stability of SSD portfolio efficiency - monthly versus yearly returns
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SYSNO 0329687 Title Stability of SSD portfolio efficiency - monthly versus yearly returns Title Stabilita SSD eficience portfolia - měsíční versus roční výnosy Author(s) Kopa, Miloš (UTIA-B) RID Source Title Proceedings of 27th International Conference Mathematical Methods in Economics 2009. S. 184-187. - Prague : Czech University of Life Sciences Prague, 2009 / Brožová Helena Conference 27th International Conference Mathematical Methods in Economics 2009, Kostelec nad Černými lesy, 09.09.2009-11.09.2009 Document Type Konferenční příspěvek (zahraniční konf.) Grant GP201/07/P107, CZ - Czech Republic GA402/07/1113 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords second-order stochastic dominance * portfolio inefficiency * scenario approach URL http://library.utia.cas.cz/separaty/2009/E/kopa-stability of ssd portfolio efficiency - monthly versus yearly returns.pdf Permanent Link http://hdl.handle.net/11104/0175654
Number of the records: 1