Analysis of an influence of the risk measurement approach on the composition of an investment portfolio made by reduced Markowitz model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F18%3A00052138" target="_blank" >RIV/61384399:31140/18:00052138 - isvavai.cz</a>
Result on the web
<a href="http://www.fhi.sk/files/katedry/kove/ssov/proceedings/Zbornik2018.pdf" target="_blank" >http://www.fhi.sk/files/katedry/kove/ssov/proceedings/Zbornik2018.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Analysis of an influence of the risk measurement approach on the composition of an investment portfolio made by reduced Markowitz model
Original language description
Main topics of the document: Markowitz model; influence (effect); open unit trust; portfolio making; risk measure
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Quantitative Methods in Economic, Multiple Criteria Decision Making XIX
ISBN
978-80-89962-07-5
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
15-23
Publisher name
Letra Edu
Place of publication
Bratislava
Event location
Trenčianské Teplice
Event date
May 23, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000455265500002