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Cost-benefit analýza a riziko v socioekonomickém hodnocení projektu°

Sieber, Patrik; Hnilica, Jiří - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 7, pp. 669-683

Persistent link: https://www.econbiz.de/10009304798

Analýza citlivosti hodnôt Herfindahlovho-Hirschmanovho indexu slovenského bankového sektora

Brezina, Ivan; Pekár, Juraj; Kočenda, Evžen - In: Politická ekonomie : teorie, modelování, aplikace 61 (2013) 6, pp. 735-751

Persistent link: https://www.econbiz.de/10010415010

Comparison of approaches for value-at-risk estimation of foreign exchange portfolios

Rimarčík, Marián - In: Politická ekonomie 2005 (2005) 3, pp. 323-336

In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated. Random sample of 1000 foreign exchange portfolios consisting of positions in EUR and USD with CZK as a base currency was considered. Since foreign exchange portfolio consists of...

Persistent link: https://www.econbiz.de/10005036597