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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 
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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 
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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.
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.
JAVIER CABRERIZO, Francisco - URENA, Raquel - ANTONIO MORENTE-MOLINERA, Juan - PEDRYCZ, Witold - CHICLANA, Francisco - HERRERA-VIEDMA, Enrique. A new selection process based on granular computing for group decision making problems. In 13th international conference on intelligent software methodologies, tools, and techniques (SoMeT), Langkawi, Malaysia, 22nd-24th September 2014. Berlin : Springer Verlag, 2015. ISBN 978-3-319-17530-0, pp. 13-24.
BELIAKOV, Gleb - CALVO, Tomasa - WILKIN, Tim. Three types of monotonicity of averaging functions. In Knowledge-based systems. ISSN 0950-7051, 2014, vol. 72, pp. 114-122.
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.
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.
JIN, Le Sheng - 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.
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.
HAIT, Swati Rani - MESIAR, Radko - GUHA, Debashree - CHAKRABORTY, Debjani. A new family of Bonferroni mean-type pre-aggregation operators. In 2020 IEEE international conference on fuzzy systems (FUZZ-IEEE), Glasgow, 19th-24th July 2020. New York : Institute of electrical and electronics engineers, 2020. ISBN 978-1-7281-6932-3, pp. 1-6.
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.
JIN, Lesheng - MESIAR, Radko - SENAPATI, Tapan - JANA, Chiranjibe - MA, Chao - GARCIA-ZAMORA, Diego - YAGER, Ronald R. Ordered weighted geometric averaging operators for basic uncertain information. In Information sciences. ISSN 0020-0255, 2024, vol. 663, art. no. 120275, pp. 1-19.
Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika unrecognised
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