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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
B - Specialist book
CEP classification
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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
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