Home > Search Results: keywords:"Empirické rozdělení"
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Risks of using VaR models for portfolio management
 Antonenko, Zhanna ; Stádník, Bohumil (advisor) ; Vacek, Vladislav (referee)
The diploma thesis Risks of using VaR models for portfolio management is focused on estimation of the portfolio VaR using basic and modified methods. The goal of this thesis is to point out some weakness of the basic methods and to demonstrate the estimation of VaR using improved methods to overcome these problems. The analysis will be perform theoretically and in practice. Only market risk will be the subject of the study. Several simulation and parametric methods will be introduced.
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English