Vliv volby generátoru stochastické dominance na eficienci portfolií
This contribution focuses on the sets of efficient portfolios and their properties, given the class of utility functions. Firstly the basic concepts of stochastic dominance are recalled, then we limit our attention to the scenario approach and the concept of portfolio eeffciency is introduced. Di er...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-286374 |