Original title: Capital Asset Prices Modelling - Concept VAPM
Translated title: Capital Asset Price Modelling: Concept VAPM
Authors: Kuklik, Robert G. ; Janda, Karel (advisor) ; Kodera, Jan (referee) ; Lukáš, Ladislav (referee)
Document type: Doctoral theses
Year: 2008
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: [eng] [cze]

Keywords: CAPM; Efficiency Testing; Efficient Market Hypothesis; Entropy of the System; Fractal Dimension; Hurst Exponent; Models under Certainty/Uncertainty; Random Walk Model; SIM; The Theory of Choice; VAPM; CAPM; dynamika trhů; modelování kapitálových trhů

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/39272

Permalink: http://www.nusl.cz/ntk/nusl-196945


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Doctoral theses
 Record created 2015-09-10, last modified 2017-06-30


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