Míry eficience portfolia vzhledem k stochastické dominanci
In the present work we study the stochastic dominance portfolio e ciency measures. The investor's risk attitude is given by the type of an utility function. If this information is unknown or a general investor is assumed, it is possible to use the stochastic dominance principle, in which the po...
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| Format: | Dissertation |
| Language: | Slovak |
| Published: |
2008
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| Online Access: | http://www.nusl.cz/ntk/nusl-293900 |