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Detail publikačního výsledku
ŠKAPA, S.
Originální název
Risk Metrics of Equity Indexes and Investors Worries
Anglický název
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
Klíčová slova
expected utility theory; risk; return; equity; semideviation; Sortino ratio; bootstrap
Klíčová slova v angličtině
Autoři
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" }