Parrák, Radovan; Seidler, Jakub - Institut ekonomických studií, Univerzita Karlova v Praze - 2010
This paper focuses on two methods for optimum portfolio selection. We compare Mean-Variance method with Mean-VaR method by the means of investment simulation, based on Czech financial market data from turbulent market periods of the year 2007 and the year 2008. We compare both strategies, basing...
