Backtesting of portfolio optimization with and without risk-free asset

Problém optimalizácie portfólia. Spätné testovanie optimalizácie portfólia. Použitá Markowitzova štruktúra priemernej odchýlky.

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Bibliographic Details
Main Author: Kresta, Aleš
Other Authors: Zelinková, Kateřina
Format: Book Chapter
Language:English
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