Search results
- 1.0347865 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Kuběna, Aleš Antonín
Pexeso ("Concentration game") as an arbiter of bounded-rationality models.
Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010. České Budějovice: University of South Bohemia, 2010 - (Houda, M.; Friebelová, J.), s. 337-380. ISBN 978-80-7394-218-2.
[28-th International Conference on Mathematical Methods in Economics. České Budějovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : Concentration game * pexeso * perfect players
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/kubena-pexeso (concentration game) as an arbiter of bounded-rationality models.pdf
Permanent Link: http://hdl.handle.net/11104/0188542 - 2.0347859 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Báťa, Karel - Šmíd, Martin
Equity home bias in the Czech Republic.
Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010. České Budějovice: University of South Bohemia, 2010 - (Houda, M.; Friebelová, J.), s. 18-23. ISBN 978-80-7394-218-2.
[28-th International Conference on Mathematical Methods in Economics. České Budějovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045; GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : Equity home bias * optimal investment portfolio * behavioral finance
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/bata-0347859.pdf
Permanent Link: http://hdl.handle.net/11104/0188538 - 3.0347639 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Gapko, Petr - Šmíd, Martin
Modeling a distribution of mortgage credit losses.
Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010. České Budějovice: University of South Bohemia, 2010 - (Houda, M.; Friebelová, J.), s. 150-155. ISBN 978-80-7394-218-2.
[28-th International Conference on Mathematical Methods in Economics. České Budějovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965
Grant - others:Univerzita Karlova - GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : Credit Risk * Mortgage * Delinquency Rate * Generalized Hyperbolic Distribution * Normal Distribution
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/gapko-modeling a distribution of mortgage credit losses.pdf
Permanent Link: http://hdl.handle.net/11104/0188376 - 4.0347637 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Dynamic model of Loan Portfolio with Lévy Asset Prices.
Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010. České Budějovice: University of South Bohemia, 2010 - (Houda, M.; Friebelová, J.), s. 615-620. ISBN 978-80-7394-218-2.
[28-th International Conference on Mathematical Methods in Economics. České Budějovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR GA402/09/0965; GA ČR GAP402/10/1610; GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : risk management * loan portfolio * dynamic model
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/smid-dynamic model of loan portfolio with levy asset prices.pdf
Permanent Link: http://hdl.handle.net/11104/0188374