Minimum variance portfolios in the German stock market
Štúdium výkonnosti portfólia minimálnych rozptylov na nemeckom akciovom trhu v období rokov 2002 - 2015. Predstavenie konštrukcie portfólií s minimálnymi rozptylmi, opisu ich zloženia a empirických charakteristík rizika a návratnosti za rôzne obdobia držby.
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| Lenguaje: | inglés |
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