Rôzne prístupy k analýze portfólia
Pojem finančné portfólio. Markowitzová formulácia riadenia rizika. Metóda Value at risk, jej kritika. Capital asset princing model. Conditional value at risk (CVaR).
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| Main Author: | |
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| Format: | Book Chapter |
| Language: | Slovak |
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MARC
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|---|---|---|---|
| 001 | 0177394 | ||
| 005 | 20240502073024.1 | ||
| 041 | 0 | |a slo | |
| 044 | |a SK | ||
| 245 | 1 | 0 | |a Rôzne prístupy k analýze portfólia |c Ivan Brezina ml. |
| 520 | |a Pojem finančné portfólio. Markowitzová formulácia riadenia rizika. Metóda Value at risk, jej kritika. Capital asset princing model. Conditional value at risk (CVaR). | ||
| 610 | 2 | 0 | |a portfólio |
| 610 | 2 | 0 | |a metóda Value at Risk |
| 610 | 2 | 0 | |a riadenie rizík |
| 610 | 2 | 0 | |a riziko finančné |
| 100 | 1 | |a Brezina, Ivan, ml. | |