Investment Portfolio Selection From Shares of Environmental Companies
Príspevok prezentuje možné využitie modelu optimalizácie výberu portfólia na základe miery rizika CVaR (Conditional Value at Risk) pri investovaní do environmentálnych spoločností. Najdôležitejšími faktormi pri investovaní sú zohľadnenie miery rizika a návratnosti. V súčasnosti je obľúbeným nástrojo...
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| Format: | Buchkapitel |
| Sprache: | Englisch |
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