Risk-Adjusted Performance of Investment Portfolios in High-Income Countries and Emerging Markets
Tento článok skúma rizikovo upravenú výkonnosť a Value at Risk (VaR) štyroch investičných portfólií: dvoch v rozvojových a dvoch v rozvinutých krajinách. Pomocou Sharpovho pomeru, Jensenovej alfy, Sortinovho pomeru a troch metód VaR (variančno-kovariančného, historickej simulácie a simulácie Monte C...
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| Format: | Book Chapter |
| Language: | English |
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