Portfolio Performance Measurement Using Differential Evolution
Techniky merania výkonnosti porfólia. Sharpov pomer, Treynorov pomer, Jensenova alfa, informačný pomer, Sortinov pomer, Omega funkcia, a Sharpov Omega pomer, za účelom determinácie alokácie zdrojv. Alternatívny prístup na základe váh majetku v majetkovom portfóliu nelineárnou meracou technikou: Sort...
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| Language: | English |
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