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