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


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers