Počet záznamů: 1
Possible concepts of risk measurement in investment portfolio made by the mathematical programming
SYS 0043082 LBL 00000naa-a22^^^^^7i-4500 003 CZ-HkUHK 005 20170613152731.0 008 170501s2016----xr-||||||||||-10|-0-eng-d 040 $a HKD002 $b cze $e rda 072 $2 Konspekt $a 519.1/.8 $x Kombinatorika. Teorie grafů. Matematická statistika. Operační výzkum. Matematické modelování $9 13 $T . $7 hk_us_auth*m0351408 100 1-
$7 hk_us_auth*0075604 $a Borovička, Adam $4 aut 245 10
$a Possible concepts of risk measurement in investment portfolio made by the mathematical programming / $c Adam Borovička 300 $b 1 tabulka 336 $a text $b txt $2 rdacontent 337 $a bez média $b n $2 rdamedia 337 $a počítač $b c $2 rdamedia 338 $a svazek $b nc $2 rdacarrier 338 $a online zdroj $b cr $2 rdacarrier 520 3-
$a This article deals with a measurement of risk level of the investment portfolio that is made via the linear mathematical programming models. Several approaches are described - variance, semivariance, variation coefficient, beta coefficient and Value at Risk. The pros and cons of these concepts are specified regarding their usage in the process of a portfolio making by means of the mathematical programming approach. In order to eliminate the disadvantages of analyzed concepts, a new approach for risk measurement is proposed. It is called the average absolute negative deviation. This principle is described, its advantages are emphasized. The proposed concept is applied to a making portfolio of the open unit trusts. 530 $a Dostupné též v elektronické podobě 650 07
$7 hk_us_auth*0079186 $a riziko (ekonomie) $2 czenas 650 04
$7 hk_us_auth*0010552 $a investiční riziko 650 04
$7 hk_us_auth*0014377 $a ekonomicko-matematické modely 650 07
$7 hk_us_auth*0062759 $a matematická optimalizace $2 czenas 650 07
$7 hk_us_auth*0012465 $a finanční matematika $2 czenas 655 -4
$7 hk_us_auth*0008276 $a články ze sborníku 773 0-
$w hk_us_cat*0041546 $a Hradecké ekonomické dny $t Hradec Economic Days $d Hradec Králové: University of Hradec Králové, 2016 $h 457 s. $x 2464-6059 $z 978-80-7435-633-9 $7 m2am $g S. 68-75 (tištěný sborník), s. 74-81 (online zdroj) 856 41
$u http://fim2.uhk.cz/hed/data/proceedings_2016_1.pdf $y Elektronická verze 910 $a HKD002 $t rm
Počet záznamů: 1