The effect of threshold selection in intervention rebelancing TEV strategies upon return and risk

Number of the records: 1

Title	The effect of threshold selection in intervention rebelancing TEV strategies upon return and risk
Author info	Martin Boďa, Mária Kanderová
Author	Boďa Martin 1984- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Co-authors	Kanderová Mária 1965- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document	Managing and modelling of financial risks : 7th international scientific conference, 8th - 9th September 2014, Ostrava, Czech Republic, Part I.. S. 54-62. - Ostrava : VŠB - Technická univerzita Ostrava, 2014 / Dluhošová Dana ; Zmeškal Zdeněk ; Managing and modelling of financial risks medzinárodná vedecká konferencia
Keywords	TEV minimization portfolio weights threshold rebalacing strategy threshold
Language	English
Country	Czech Republic
systematics	007
Public work category	AFC
No. of Archival Copy	32006
Catal.org.	BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
Database	xpca - PUBLIKAČNÁ ČINNOSŤ

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Number of the records: 1