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Názov Are active equity mutual funds really active? Aut.údaje Michal Mešťan, Ivan Králik ... [et all.] Autor Mešťan Michal 1991- (34%) UMBEF04 - Katedra financií a účtovníctva
Spoluautori Králik Ivan 1992- (33%) UMBEF15 - Katedra verejnej ekonomiky a regionálneho rozvoja
Žofaj Matej 1992- (33%) UMBEF01 - Katedra cestovného ruchu
Zdroj.dok. 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 Kľúč.slová podielové fondy - mutual funds equity tracking error Form.deskr. abstrakty - abstracts Jazyk dok. angličtina Krajina Slovenská republika Systematika 33 Kategória publikačnej činnosti AFH Číslo archívnej kópie 45156 Katal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Báza dát xpca - PUBLIKAČNÁ ČINNOSŤ 
article
Title Rebalancing in TEV minimization revisited Author info Martin 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 Language English Country Slovak Republic systematics 334 Annotation The 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 Copy 42882 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
unrecognised
Title Quadratic index tracking 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 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 Language English Country Slovak Republic systematics 007 Public work category ADF No. of Archival Copy 30281 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika unrecognised
4.Two methods of portfolio tracking: tracking error variance minimization and cointegration analysis
Title Two methods of portfolio tracking: tracking error variance minimization and cointegration analysis 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 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 Language English Country Czech Republic systematics 007 Public work category AFG No. of Archival Copy 32001 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised
Title Rebalancing issues in tracking error variance minimization 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 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 Language English Country Poland systematics 331 Public work category AFC No. of Archival Copy 30636 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
document on cd/dvd
Title Tracking error variance minimization vs. cointegration analysis 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 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 Language English Country Singapore systematics 004 Public work category AFC No. of Archival Copy 31947 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised
Title Passive portfolio management based on quadratic index tracking 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 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 Language English Country Czech Republic systematics 007 Annotation Strategies 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 Copy 31972 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika unrecognised
Title Weighted operators based on dissimilarity function Author info Jana 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 Language English Country United States of America systematics 004 Public work category ADC No. of Archival Copy 31935 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.
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LI, Wei Wei - YI, Ping Tao - GUO, Ya Jun - JING, Yuan Wei. Synthetic integration of generalized hybrid decision information under simulation aspect. In Systems engineering and electronics. ISSN 1001-506X, 2016, vol. 38, no. 6, pp. 1339-1344.
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JIN, Lesheng. Vector t-norms with applications. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2017, vol. 25, no. 6, pp. 1644-1654.
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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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WANG, Yuntian - HU, Bao Qing. Pre-(quasi-)overlap functions on bounded posets. In Fuzzy sets and systems. ISSN 0165-0114, 2022, vol. 451, pp. 157-175.
MESIAROVA-ZEMANKOVA, Andrea. Multipolar aggregation operators inreasoning methods for fuzzy rule-based classification systems. In IEEE transactions on fuzzy systems. ISSN 1063-6706, 2014, vol. 22, no. 6, pp. 1569-1584.
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Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika unrecognised