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Original title:
Stability of SSD portfolio efficiency - monthly versus yearly returns
Translated title:
Stabilita SSD eficience portfolia - měsíční versus roční výnosy
Authors:
Kopa, Miloš
Document type:
Papers
Conference/Event:
27th International Conference Mathematical Methods in Economics 2009
, Kostelec nad Černými lesy (CZ), 2009-09-09 / 2009-09-11
Year:
2009
Language:
eng
Abstract:
[eng]
[cze]
Stability of SSD portfolio efficiency - monthly versus yearly returns.
Stabilita SSD eficienčního portfolia - měsíční versus roční výnosy.
Keywords:
portfolio inefficiency
;
scenario approach
;
second-order stochastic dominance
Project no.:
CEZ:AV0Z10750506
(
CEP
),
GP201/07/P107
(
CEP
),
GA402/07/1113
(
CEP
)
Funding provider:
GA ČR, GA ČR
Host item entry:
Proceedings of 27th International Conference Mathematical Methods in Economics 2009, ISBN 978-80-213-1963-9
Institution:
Institute of Information Theory and Automation AS ČR (
web
)
Document availability information:
Fulltext is available at external website.
External URL:
http://library.utia.cas.cz/separaty/2009/E/kopa-stability of ssd portfolio efficiency - monthly versus yearly returns.pdf
Original record:
http://hdl.handle.net/11104/0175654
Permalink:
http://www.nusl.cz/ntk/nusl-40485
The record appears in these collections:
Research
>
Institutes ASCR
>
Institute of Information Theory and Automation
Conference materials
>
Papers
Record created 2011-07-01, last modified 2024-01-26
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