Optimal portfolio selection in developed and emerging markets

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F00%3A00056840" target="_blank" >RIV/49777513:23520/00:00056840 - 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

Optimal portfolio selection in developed and emerging markets

Original language description

Two approaches to the synthesis of optimal portfolio are presented. Both of them are based on market model but the first one uses a new extended market model and the second one is based on dynamic model with time-varying parameters.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2000

Confidentiality

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

Article name in the collection

Optimal portfolio selection in developed and emerging markets

ISBN

0889862826

ISSN

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e-ISSN

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Number of pages

5

Pages from-to

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Publisher name

IASTED/ACTA Press

Place of publication

Anaheim

Event location

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Event date

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Type of event by nationality

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UT code for WoS article

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