Risk Measurement of Equity Markets and Private Investor Behaviour

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F11%3APU97016" target="_blank" >RIV/00216305:26510/11:PU97016 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Risk Measurement of Equity Markets and Private Investor Behaviour

Original language description

The aim of this paper is to evaluate and determine risk profile of equities markets and conclude consequency for private investor portfolios. There is summarized broad issue of risk measuremen with a focuse on downside risk measurement principle and giving into context with expected utility theory and loss aversion theory. The suitable statistical methods (mainly robust statistical methods) have been used for estimation of selected characteristics and ratios. There is used a computer intensive method (abootstrap method) for estimating risk characteristics for equity markets, indicators and ratios.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2011

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

TRENDY EKONOMIKY A MANAGEMENTU

ISSN

1802-8527

e-ISSN

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Volume of the periodical

V

Issue of the periodical within the volume

8

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

17

Pages from-to

85-96

UT code for WoS article

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EID of the result in the Scopus database

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