Detail publikačního výsledku

DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES

ŠKAPA, S.; MELUZÍN, T.

Originální název

DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES

Anglický název

DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

The objective of the paper is to critically evaluate and determine risk-return profile of IPO (Initial Public Offering) indexes (investments instruments) and whether IPO indexes should be take in as an independent asset class of investments portfolio for its risk-return improvement. This paper gives an empirical view on the ex-post asset classes characteristics focused mainly on risk.

Anglický abstrakt

The objective of the paper is to critically evaluate and determine risk-return profile of IPO (Initial Public Offering) indexes (investments instruments) and whether IPO indexes should be take in as an independent asset class of investments portfolio for its risk-return improvement. This paper gives an empirical view on the ex-post asset classes characteristics focused mainly on risk.

Klíčová slova

downside risk, IPO indexes, bootstrap, robust approach.

Klíčová slova v angličtině

downside risk, IPO indexes, bootstrap, robust approach.

Autoři

ŠKAPA, S.; MELUZÍN, T.

Rok RIV

2012

Vydáno

28.04.2011

ISSN

1822-6515

Periodikum

Economics and management-2007

Svazek

2011

Číslo

16

Stát

Litevská republika

Strany od

1198

Strany do

1203

Strany počet

5

BibTex

@article{BUT72359,
  author="Stanislav {Škapa} and Tomáš {Meluzín}",
  title="DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES",
  journal="Economics and management-2007",
  year="2011",
  volume="2011",
  number="16",
  pages="1198--1203",
  issn="1822-6515"
}