Zobrazeno 1 - 10
of 24
pro vyhledávání: '"portfólia"'
Autor:
Vágner, Jan
One deals with the estimation and consequent forecast of the integrated covariance matrix in the context of high-frequency stock price data and high dimensionality regarding the number of analyzed assets. We present several methods for the integrated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::ba0b985c831f20f3a78d0e98fcde3801
http://www.nusl.cz/ntk/nusl-528884
http://www.nusl.cz/ntk/nusl-528884
Autor:
Dolejší, Jakub
The diploma thesis deals with the design and implementation of an application for investment portfolio analysis. The application allows adding a variety of investment instruments and grouping them into portfolios. The portfolio or its components can
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::97448e48fdce46221b44e7b342deb36e
http://www.nusl.cz/ntk/nusl-522395
http://www.nusl.cz/ntk/nusl-522395
Autor:
Kaľatová, Monika
This thesis focuses on a problem which decision vector has limited number of non- zero elements. This limitation is ensured by adding cardinality constraint, but solving the mixed-integer reformulation of the problem is difficult. This mixed-integer
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::34753c83d89b63998d375b557343bd42
http://www.nusl.cz/ntk/nusl-510364
http://www.nusl.cz/ntk/nusl-510364
Autor:
Danko, Erik
This diploma thesis deals with optimization models of financial risks. The first part, which is devoted to the theoretical background, introduces the basic concepts of optimization, modern portfolio theory, fundamental and technical analysis and stat
Externí odkaz:
http://www.nusl.cz/ntk/nusl-433363
Autor:
Kaľatová, Monika
K ú ové slová: optimalizácia portfólia, pravdepodobnostné obmedzenie, anal˝za citlivosti Title: Analysis of portfolio optimization models with probability constraints Author: Monika Ka atová Department: Department of Probability and Mathemati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::1ba7ba03777509f3cc35dcccd99e1691
http://www.nusl.cz/ntk/nusl-435345
http://www.nusl.cz/ntk/nusl-435345
Autor:
Palko, Maximilián
Classical method of portfolio selection is based on minimizing the variabi- lity of the portfolio. The Law of Large Numbers tells us that in case of longer investment horizon it should be enough to invest in the asset with the highest expected return
Externí odkaz:
http://www.nusl.cz/ntk/nusl-405174
Autor:
Palko, Maximilián
Classical method of portfolio selection is based on minimizing the variabi- lity of the portfolio. The Law of Large Numbers tells us that in case of longer investment horizon it should be enough to invest in the asset with the highest expected return
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::78ca9c264b4b2bc9e6bdfadb22a97d13
http://www.nusl.cz/ntk/nusl-405174
http://www.nusl.cz/ntk/nusl-405174
Autor:
Pavko, Marek
Název práce: Cena kmene neživotního pojištění Autor: Bc. Marek Pavko Katedra: Katedra pravděpodobnosti a matematické statistky Vedoucí diplomové práce: Mgr. Pavel Koudelka, Generali Pojiš'ovna a.s. Abstrakt: V práci se věnujeme r·zný
Externí odkaz:
http://www.nusl.cz/ntk/nusl-323062
Autor:
Pavko, Marek
Název práce: Cena kmene neživotního pojištění Autor: Bc. Marek Pavko Katedra: Katedra pravděpodobnosti a matematické statistky Vedoucí diplomové práce: Mgr. Pavel Koudelka, Generali Pojiš'ovna a.s. Abstrakt: V práci se věnujeme r·zný
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::efe89f753c2812c52b2af3e5852f859c
http://www.nusl.cz/ntk/nusl-323062
http://www.nusl.cz/ntk/nusl-323062