Original title: Chápání systematického risku aktiv v různých kvantilech distribuční funkce výnosu
Translated title: Understanding systematic risk of assets at various quantiles of return distribution 
Authors: Rusý, Tomáš ; Baruník, Jozef (advisor) ; Avdulaj, Krenar (referee)
Document type: Bachelor's theses
Year: 2016
Language: eng
Abstract: [eng] [cze]

Keywords: Capital Asset Pricing Model; Khmaladze Test; Quantile Regression; Khmaladzeho Test; Kvantilová regrese; Model oceňování kapitálových aktiv

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/73514

Permalink: http://www.nusl.cz/ntk/nusl-342838


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Bachelor's theses
 Record created 2017-06-20, last modified 2022-03-04


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