Original title: Robustní metody v teorii portfolia
Translated title: Robust methods in portfolio theory
Authors: Petrušová, Lucia ; Branda, Martin (advisor) ; Večeř, Jan (referee)
Document type: Master’s theses
Year: 2016
Language: eng
Abstract: [eng] [cze]

Keywords: conditional value-at-risk; portfolio selection; risk measures; robust methods; conditional value-at-risk; míry rizika; robustní metody; výběr portfolia

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/83128

Permalink: http://www.nusl.cz/ntk/nusl-464098


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2022-05-08, last modified 2022-05-08


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