Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Vincent Šoltés"'
Publikováno v:
Kvalita Inovácia Prosperita, Vol 24, Iss 2 (2020)
Purpose: The aim of this paper is to describe another possibility of portfolio creation using the minimum spanning tree method. The research contributes to the existing body of knowledge with using and subsequently developing a new approach based on
Externí odkaz:
https://doaj.org/article/c6af4a0cce2547e9a5e6b67522648de1
Autor:
Jakub Danko, Vincent Šoltés
Publikováno v:
Investment Management & Financial Innovations, Vol 15, Iss 1, Pp 180-189 (2018)
The aim of this work is by combination of the graph theory and Markowitz portfolio theory to illustrate how some graph characteristics are related to the diversification potential of individual portfolio-forming stocks. Using the graph characteristic
Externí odkaz:
https://doaj.org/article/f0a443e51e4743179dc86b727aeac2d1
Autor:
Vincent Šoltés, Jakub Danko
Publikováno v:
Investment Management & Financial Innovations, Vol 14, Iss 2, Pp 107-115 (2017)
The aim of this work is to propose a method for creating portfolios with a minimal expected risk. The proposed method consists of two steps. In the first step, the authors use a method for finding a minimum spanning tree. It is a graph theory tool, w
Externí odkaz:
https://doaj.org/article/769e17374b1e48548503110d63d363b8
Publikováno v:
Kvalita Inovácia Prosperita, Vol 22, Iss 1 (2018)
Purpose: The main aim of the paper is to explore the patterns of differences in overall life satisfaction in Romania and the V4 in comparison to the EU-15. Methodology/Approach: We carried out contingence analysis and linear regression analysis in o
Externí odkaz:
https://doaj.org/article/82b8d8e0092a4694a486c8ed8d691f58
Autor:
Bibiána Nováková, Vincent Šoltés
Publikováno v:
Economics & Sociology, Vol 9, Iss 1 (2016)
Externí odkaz:
https://doaj.org/article/cbc45fdc1016465286c1e660e826c4ee
Autor:
Vincent Šoltés, Martina Rusnáková
Publikováno v:
Acta Montanistica Slovaca, Vol 17, Iss 1, Pp 17-32 (2012)
This paper presents hedging analysis against an underlying price drop by Long Combo strategy using barrier options. Applicationof hedging results in SPDR Gold Shares is performed as well. New approach of hedging analysis based on the profit functions
Externí odkaz:
https://doaj.org/article/2734920cf349484786910df71831743a
Autor:
Vincent Šoltés, Jakub Danko
Publikováno v:
Investment Management & Financial Innovations, Vol 15, Iss 1, Pp 180-189 (2018)
The aim of this work is by combination of the graph theory and Markowitz portfolio theory to illustrate how some graph characteristics are related to the diversification potential of individual portfolio-forming stocks. Using the graph characteristic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::381ecd8c4a19747cdad200226f42c5f9
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10030/imfi_2018_01_Danko.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10030/imfi_2018_01_Danko.pdf
Autor:
Jakub Danko, Vincent Šoltés
Publikováno v:
Investment Management & Financial Innovations, Vol 14, Iss 2, Pp 107-115 (2017)
The aim of this work is to propose a method for creating portfolios with a minimal expected risk. The proposed method consists of two steps. In the first step, the authors use a method for finding a minimum spanning tree. It is a graph theory tool, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f1d46b14048a074618e8d359603eedb4
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8781/imfi_2017_02_Soltes.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8781/imfi_2017_02_Soltes.pdf
Autor:
Vincent Šoltés, Bibiána Nováková
Publikováno v:
Polish Journal of Management Studies. 13:157-167
Assessment of quality of life (QOL) has been recently subject to extensive research and discussion. According to many authors, QOL includes different aspects of life which implies its multidimensional character. The main aim of the paper is to provid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23abecb2fdf1cd4a59f75fd171ac6859
https://doi.org/10.17512/pjms.2016.13.1.15
https://doi.org/10.17512/pjms.2016.13.1.15
Publikováno v:
Procedia Economics and Finance. 32:166-179
This paper deals with a Short Combo option strategy and its application in hedging against an underlying price increase assuming the given underlying asset will be bought in the future. The key difference between the previous studies is that in this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6406e2a4833a7f57f4bf307e3cdc4c52