Bibliografie

Conference Paper (international conference)

Stability of SSD portfolio efficiency - monthly versus yearly returns

Kopa Miloš

: Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 184-187 , Eds: Brožová Helena

: 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009)

: CEZ:AV0Z10750506

: GP201/07/P107, GA ČR, GA402/07/1113, GA ČR

: second-order stochastic dominance, portfolio inefficiency, scenario approach

: http://library.utia.cas.cz/separaty/2009/E/kopa-stability of ssd portfolio efficiency - monthly versus yearly returns.pdf

: AH