All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

Portfolio theory and conditional expectations: Selected models and applications

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F18%3A10243829" target="_blank" >RIV/61989100:27510/18:10243829 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Portfolio theory and conditional expectations: Selected models and applications

  • Original language description

    Conditional expectation is a fundamental concept in probability and statistics and is extremely useful in financial modeling. It plays a significant role in portfolio theory and various pricing and risk management problems. The aim of this book is to assess the impact of the conditional expectation on several financial applications, e.g., moving average, independence tests, and large-scale portfolio selection problems. The conditional expectation

  • Czech name

  • Czech description

Classification

  • Type

    B - Specialist book

  • CEP classification

  • OECD FORD branch

    50200 - Economics and Business

Result continuities

  • 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)

Others

  • Publication year

    2018

  • Confidentiality

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

Data specific for result type

  • ISBN

    978-80-248-4343-8

  • Number of pages

    194

  • Publisher name

    VŠB - Technical University of Ostrava

  • Place of publication

    Ostrava

  • UT code for WoS book