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Records found: 8  
Your query: Keywords = "tracking error"
  1. TitleAre active equity mutual funds really active?
    Author infoMichal Mešťan, Ivan Králik ... [et all.]
    Author Mešťan Michal 1991- (34%) UMBEF04 - Katedra financií a účtovníctva
    Co-authors Králik Ivan 1992- (33%) UMBEF15 - Katedra verejnej ekonomiky a regionálneho rozvoja
    Žofaj Matej 1992- (33%) UMBEF01 - Katedra cestovného ruchu
    Source document Scientia Iuventa 2019 : book of abstracts from international conference of doctoral students, Banská Bystrica, 25.04.2019. S. 25. - Banská Bystrica : Univerzita Mateja Bela, 2019 / Cisková Petra 1994- ; Kubaška Peter 1992- ; Budinský Michal 1993- ; Scientia Iuventa 2019 medzinárodná konferencia
    Keywords podielové fondy - mutual funds   equity   tracking error  
    Form. Descr.abstrakty - abstracts
    LanguageEnglish
    CountrySlovak Republic
    systematics 33
    Public work category AFH
    No. of Archival Copy45156
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
  2. TitleRebalancing in TEV minimization revisited
    Author infoMartin Boďa, Mária Kanderová, Ľubomír Pinter
    Author Boďa Martin 1984- (33%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
    Co-authors Kanderová Mária 1965- (33%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
    Pintér Ľubomír 1972- (34%) UMBEF04 - Katedra financií a účtovníctva
    Source document Economic theory and practice 2017 : proceedings of the Faculty of Economics of Matej Bel University in Banská Bystrica, 03.-04.10.2017, Volume 1. online, s. 33-44. - Banská Bystrica : Vydavateľstvo Univerzity Mateja Bela - Belianum, 2018 / Boďa Martin 1984- ; Arendáš Peter ; Benkovič Sladjana ; Boďa Martin 1984- ; Brokešová Zuzana ; Chovancová Božena ; Ďaďo Jaroslav 1954- ; Elexa Ľuboš 1980- ; Elexová Ľudmila 1983- ; Flaška Filip 1982- ; Gajdošík Tomáš 1988- ; Grofčíková Janka 1972- ; Gundová Petra 1986- ; Horehájová Mária 1959- ; Huňady Ján 1985- ; Hvolková Lenka 1986- ; Ištok Michal 1989- ; Kaščáková Alena 1964- ; Kanderová Mária 1965- ; Kika Marián 1952- ; Klement Ladislav 1980- ; Kokavcová Dagmar 1956- ; Kollár Igor 1983- ; Kollár Ján 1988- ; Kološta Stanislav 1981- ; Nafoussi Gabriela 1978- ; Kovaľová Marcela 1983- ; Kožiak Radoslav 1978- ; Kučerová Jana 1955-2022 ; Kulhánek Lumír 1955- ; Lacová Žaneta 1978- ; Ľapinová Erika 1977- ; Lesáková Ľubica 1949- ; Malá Denisa 1976- ; Maráková Vanda 1976- ; Marčeková Radka 1979- ; Mazúrová Barbora 1982- ; Minárová Martina 1973- ; Musa Hussam 1968- ; Musová Zdenka 1971- ; Nedelová Gabriela 1961- ; Nemec Juraj 1960- ; Orviská Marta 1963-2023 ; Pisár Peter 1975- ; Pompurová Kristína 1983- ; Považanová Mariana 1975- ; Sedliačik Ivan 1975- ; Smerek Lukáš 1986- ; Murray Svidroňová Mária 1985- ; Šebo Ján 1978- ; Šebová Ľubica 1978- ; Špirková Jana 1962- ; Šuplata Marian 1976- ; Táborecká Petrovičová Janka 1979- ; Theodoulides Lenka 1967- ; Úradníček Vladimír 1963-2021 ; Vallušová Anna 1987- ; Vetráková Milota 1950- ; Vinczeová Miroslava 1971- ; Zelenková Anna 1952- ; Zimková Emília 1964- ; Economic Theory and Practice 2017 - ETAP 2017 medzinárodná vedecká konferencia
    Keywords tracking portfolio   tracking error variance minimization   transaction costs   periodic rebalancing  
    LanguageEnglish
    CountrySlovak Republic
    systematics 334
    AnnotationThe support of a grant scheme of VEGA (1/0554/16) is acknowledged.
    URL http://www.ef.umb.sk/ef/UploadFolder/1522/subory/ETAP%202017_proceedings.pdf
    Public work category AFD
    No. of Archival Copy42882
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
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  3. TitleQuadratic index tracking
    Author infoMartin 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 Acta aerarii publici : vedecký časopis Ekonomickej fakulty Univerzity Mateja Bela v Banskej Bystrici. Roč. 11, špeciálne číslo (2014), s. 5-10. - Banská Bystrica : Vydavateľstvo Univerzity Mateja Bela - Belianum, 2014
    Keywords passive portfolio management   quadratic index tracking   tracking portfolio   tracking error  
    LanguageEnglish
    CountrySlovak Republic
    systematics 007
    Public work category ADF
    No. of Archival Copy30281
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
    ReferencesPERIODIKÁ-Súborný záznam periodika
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  4. TitleTwo methods of portfolio tracking: tracking error variance minimization and cointegration analysis
    Author infoMartin 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 Enterprise and competitive environment : conference abstract proceedings, Brno, March 6 - 7, 2014. CD-ROM, s. 151. - Brno : Martin Stríž Publishing, 2014 ; Enterprise and competitive environment konferencia
    Keywords tracking error   cointegration analysis   tracking portfolio  
    LanguageEnglish
    CountryCzech Republic
    systematics 007
    Public work category AFG
    No. of Archival Copy32001
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
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  5. TitleRebalancing issues in tracking error variance minimization
    Author infoMartin 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 17th AMSE Applications of mathematics and statistics in economics : 17th international scientific conference, conference proceedings, Poland 27-31 August 2014. Pp. 26-35. - Wrocław : Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu, 2014 / Rusnak Zofia ; Zmyślona Beata ; Bašta Milan ; Bílková Diana ; 17th AMSE international scientific conference
    Keywords tracking portfolio   tracking error variance minimization   transaction costs   rebalancing strategy   net returns  
    LanguageEnglish
    CountryPoland
    systematics 331
    Public work category AFC
    No. of Archival Copy30636
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
    document on cd/dvd

    document on cd/dvd

  6. TitleTracking error variance minimization vs. cointegration analysis
    Author infoMartin 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 Lecture notes in management science, management innovation and business innovation : 2nd international conference on management innovation and business innovation (ICMIBI 2014), December 8-9, 2014, Bangkok, Thailand, Vol. 44. Pp. 41-48. - Singapore : Singapore management and sports science institute, 2014 / Zhang Ying ; International conference on management innovation and business innovation (ICMIBI 2014) medzinárodná konferencia
    Keywords index tracking   tracking error   tracking error variance minimization   cointegration analysis  
    LanguageEnglish
    CountrySingapore
    systematics 004
    Public work category AFC
    No. of Archival Copy31947
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
    unrecognised

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  7. TitlePassive portfolio management based on quadratic index tracking
    Author infoMartin 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 Ad Alta : journal of interdisciplinary research. Vol. 4, no. 1 (2014), pp. 10-14. - Hradec Králové : Magnanimitas, 2014
    Keywords passive portfolio management   quadratic index tracking   tracking portfolio   tracking error  
    LanguageEnglish
    CountryCzech Republic
    systematics 007
    AnnotationStrategies of passive management in portfolio selection are based on imitating the performance of a specific benchmark ( that is designed in such a way that it approximates as best as possible the value of the market portfolio) with the intention of achieving minimum discrepancy between the benchmark performance and the tracking portfolio performance. In the paper attention is given to portfolio selection based on partial replication of the S&P 500 Index. In contrast to the traditional Markowitzian approach, the key criterion of portfolio selection is minimization of the quadratic tracking error variance. In the empirical exercise, out of the stocks represented in the S&P 500 Index one stock was chosen randomly by each of the 10 GICS sectors and this selection of 10 stocks were available for portfolio selection. On the scale of performance, the quadratic index tracking strategy can be seen superior to the traditional Markowitzian approach.
    URL Link na plný text
    Public work category ADM
    No. of Archival Copy31972
    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
    ReferencesPERIODIKÁ-Súborný záznam periodika
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  8. TitleWeighted operators based on dissimilarity function
    Author infoJana Špirková
    Author Špirková Jana 1962- (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
    Source document Information sciences. Vol. 281, (2014), pp. 172-181. - New York : Elsevier Science Ltd., 2014
    Keywords aggregation operators   dissimilarity functions   tracking error variance minimization   monotonicity  
    LanguageEnglish
    CountryUnited States of America
    systematics 004
    Public work category ADC
    No. of Archival Copy31935
    Repercussion category JIN, LeSheng - MESIAR, Radko. The metric space of ordered weighted average operators with distance based on accumulated entries. In International journal of intelligent systems. ISSN 0884-8173, 2017, vol. 32, no. 7, pp. 665-675.
    MESIAR, Radko - STUPNANOVA, Andrea - YAGER, Ronald R. Generalizations of OWA operators. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2015, vol. 23, no. 6, pp. 2154-2162.
    DUTTA, Bapi - GUHA, Debashree - MESIAR, Radko. A model based on linguistic 2-tuples for dealing with heterogeneous relationship among attributes in multi-expert decision making. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2015, vol. 23, no. 5, pp. 1817-1831.
    BELIAKOV, Gleb - CALVO, Tomasa - WILKIN, Tim. On the weak monotonicity of Gini means and other mixture functions. In Information sciences. ISSN 0020-0255, 2015, vol. 300, pp. 70-84.
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    YU, Gao Feng - FEI, Wei - LI, Deng Feng. A compromise-typed variable weight decision method for hybrid multiattribute decision making. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2019, vol. 27, no. 5, pp. 861-872.
    JIN, Le Sheng - MESIAR, Radko - YAGER, Ronald - QIN, Jin Dong. Dynamic weights allocation according to uncertain evaluation information. In International journal of general systems. ISSN 0308-1079, 2019, vol. 48, no. 1, pp. 33-47.
    JIN, Lesheng - MESIAR, Radko - QIAN, Gang. Weighting models to generate weights and capacities in multicriteria group decision making. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2018, vol. 26, no. 4, pp. 2225-2236.
    JIN, Lesheng. Vector t-norms with applications. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2017, vol. 25, no. 6, pp. 1644-1654.
    JIN, Le Sheng - KALINA, Martin - MESIAR, Radko - QIAN, Gang. On some properties and comparative analysis for different OWA monoids. In International journal of intelligent systems. ISSN 0884-8173, 2017, vol. 32, no. 11, pp. 1115-1135.
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    ZHU, Chen - JIN, LeSheng - MESIAR, Radko - YAGER, Ronald R. Using preference leveled evaluation functions to construct fuzzy measures in decision making and evaluation. In International journal of general systems. ISSN 0308-1079, 2020, vol. 49, no. 2, pp. 161-173.
    JIN, LeSheng - MESIAR, Radko - YAGER, Ronald R. Melting probability measure with OWA operator to generate fuzzy measure : the Crescent method. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2019, vol. 27, no. 6, pp. 1309-1316.
    PAPCO, Martin - RODRIGUEZ-MARTINEZ, Iosu - FUMANAL-IDOCIN, Javier - ALTALHI, Abdulrahman H. - BUSTINCE, Humberto. A fusion method for multi-valued data. In Information fusion. ISSN 1566-2535, 2021, vol. 71, pp. 1-10.
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    Catal.org.BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
    Databasexpca - PUBLIKAČNÁ ČINNOSŤ
    ReferencesPERIODIKÁ-Súborný záznam periodika
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