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Detail publikace
ŠKAPA, S.
Originální název
Risk Metrics of Equity Indexes and Investors Worries
Typ
článek ve sborníku ve WoS nebo Scopus
Jazyk
angličtina
Originální abstrakt
The cornerstone of the modern theory of decision making under risk is expected utility maximization. The expected utility maximization is an inherent part of the classical portfolio optimalization approach where the standard deviation metrics represents a value of risk in this methodTherefore in this article is suggested method for analyzing risk of equity indexes mostly with the focuse on private investor's worries behavior.
Klíčová slova
expected utility theory; risk; return; equity; semideviation; Sortino ratio; bootstrap
Autoři
Vydáno
29. 5. 2015
ISBN
978-80-214-5227-5
Kniha
PERSPECTIVES OF BUSINESS AND ENTREPRENEURSHIP DEVELOPMENT: ECONOMIC, MANAGEMENT, FINANCE AND SYSTEM ENGINEERING FROM THE ACADEMIC AND PRACTITIONERS VIEWS
Strany od
415
Strany do
421
Strany počet
7
BibTex
@inproceedings{BUT150331, author="Stanislav {Škapa}", title="Risk Metrics of Equity Indexes and Investors Worries", booktitle="PERSPECTIVES OF BUSINESS AND ENTREPRENEURSHIP DEVELOPMENT: ECONOMIC, MANAGEMENT, FINANCE AND SYSTEM ENGINEERING FROM THE ACADEMIC AND PRACTITIONERS VIEWS", year="2015", pages="415--421", isbn="978-80-214-5227-5" }