Míry rizika - dynamika, citlivost
Risk measures are subject to many scientific papers and monographs published on financial portfolio optimization problem within stochastic programming. Currently there are many functionals which measure risk of random future losses according to risk managers preferences. However, their sensitivity i...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | English |
| Published: |
2006
|
| Online Access: | http://www.nusl.cz/ntk/nusl-267282 |