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Efektivní portfolia : (matematický model)

Ambrož, Luděk (contributor) - 1991

Persistent link: https://www.econbiz.de/10000835884

Ekonomická paradigmata teorie portfolia, kapitálového trhu a vlastnických vztah°u v alokačních procesech

Bureš, Jiří - 1990

Persistent link: https://www.econbiz.de/10000819228

Some multiple criteria approaches in portfolio selection models

Mlynarovič, Vladimír - In: Politická ekonomie : teorie, modelování, aplikace 43 (1995) 5, pp. 671-689

Persistent link: https://www.econbiz.de/10001191746

Hedging Strategies and Financial Risks

Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 1-2, pp. 50-63

Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of … select hedging strategies. Five basic hedging strategies ? delta hedging, minimum variance, minimum value at risk, maximum … and commodity-risk hedging are described. Several applications are suitable for small open economies that lack liquid …

Persistent link: https://www.econbiz.de/10008495620

Some Remarks On the Impact of Risk Management on Firm Value

Hnilica, Jiří - In: Acta Oeconomica Pragensia 2005 (2005) 4, pp. 80-112

The paper focuses on how risk management may influence the value of a company. Situation is discussed with models of Modigliani - Miller - Fama and their assumptions in the background. After the basic explications of the afore mentioned models and of the decision- making rule for investments,...

Persistent link: https://www.econbiz.de/10005036438