Detail publikačního výsledku

Risk Metrics of Equity Indexes and Investors Worries

ŠKAPA, S.

Originální název

Risk Metrics of Equity Indexes and Investors Worries

Anglický název

Risk Metrics of Equity Indexes and Investors Worries

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

The cornerstone of the modern theory of decision making under risk is expected utility maximization. The expected utility maximization is an inherent part of the classical portfolio optimalization approach where the standard deviation metrics represents a value of risk in this methodTherefore in this article is suggested method for analyzing risk of equity indexes mostly with the focuse on private investor's worries behavior.

Anglický abstrakt

The cornerstone of the modern theory of decision making under risk is expected utility maximization. The expected utility maximization is an inherent part of the classical portfolio optimalization approach where the standard deviation metrics represents a value of risk in this methodTherefore in this article is suggested method for analyzing risk of equity indexes mostly with the focuse on private investor's worries behavior.

Klíčová slova

expected utility theory; risk; return; equity; semideviation; Sortino ratio; bootstrap

Klíčová slova v angličtině

expected utility theory; risk; return; equity; semideviation; Sortino ratio; bootstrap

Autoři

ŠKAPA, S.

Rok RIV

2019

Vydáno

29.05.2015

ISBN

978-80-214-5227-5

Kniha

PERSPECTIVES OF BUSINESS AND ENTREPRENEURSHIP DEVELOPMENT: ECONOMIC, MANAGEMENT, FINANCE AND SYSTEM ENGINEERING FROM THE ACADEMIC AND PRACTITIONERS VIEWS

Strany od

415

Strany do

421

Strany počet

7

BibTex

@inproceedings{BUT150331,
  author="Stanislav {Škapa}",
  title="Risk Metrics of Equity Indexes and Investors Worries",
  booktitle="PERSPECTIVES OF BUSINESS AND ENTREPRENEURSHIP DEVELOPMENT: ECONOMIC, MANAGEMENT, FINANCE AND SYSTEM ENGINEERING FROM THE ACADEMIC AND PRACTITIONERS VIEWS",
  year="2015",
  pages="415--421",
  isbn="978-80-214-5227-5"
}