Portfolio return, taking into account the costs of financial transactions
Pri výbere portfólia môžu byť použité rôzne matematické programovacie modely. Model založený na CVaR (Conditional value at risk). CVaR ako lineárny programovací model. Analýza výberu portfólia s prihliadnutím na náklady na zmenu portfólia.
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| Format: | Buchkapitel |
| Sprache: | Englisch |
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