Publication detail

DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES

ŠKAPA, S. MELUZÍN, T.

Original Title

DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES

Type

journal article - other

Language

English

Original Abstract

The objective of the paper is to critically evaluate and determine risk-return profile of IPO (Initial Public Offering) indexes (investments instruments) and whether IPO indexes should be take in as an independent asset class of investments portfolio for its risk-return improvement. This paper gives an empirical view on the ex-post asset classes characteristics focused mainly on risk.

Keywords

downside risk, IPO indexes, bootstrap, robust approach.

Authors

ŠKAPA, S.; MELUZÍN, T.

RIV year

2011

Released

28. 4. 2011

ISBN

1822-6515

Periodical

Economics and management-2007

Year of study

2011

Number

16

State

Republic of Lithuania

Pages from

1198

Pages to

1203

Pages count

5

BibTex

@article{BUT72359,
  author="Stanislav {Škapa} and Tomáš {Meluzín}",
  title="DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES",
  journal="Economics and management-2007",
  year="2011",
  volume="2011",
  number="16",
  pages="1198--1203",
  issn="1822-6515"
}