Original title: Metody stochastického programováni pro investiční rozhodování
Translated title: Stochastic Programming Methods for Investment Decisions
Authors: Kubelka, Lukáš ; CFA, Tomáš Menčík, (referee) ; Popela, Pavel (advisor)
Document type: Master’s theses
Year: 2014
Language: cze
Publisher: Vysoké učení technické v Brně. Ústav soudního inženýrství
Abstract: [cze] [eng]

Keywords: Expected shortfall.; portfolio optimization; risk measure; Stochastic programming; Value at Risk; Expected shortfall.; míra rizika; optimalizace portfolia; Stochastické programování; Value at Risk

Institution: Brno University of Technology (web)
Document availability information: Fulltext is available in the Brno University of Technology Digital Library.
Original record: http://hdl.handle.net/11012/33921

Permalink: http://www.nusl.cz/ntk/nusl-609224


The record appears in these collections:
Universities and colleges > Public universities > Brno University of Technology
Academic theses (ETDs) > Master’s theses
 Record created 2024-04-02, last modified 2024-04-03


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