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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

Modely oceňování kapitálových aktiv a český akciový trh

Sommer, Martin - In: Finance a úvěr 47 (1997) 5, pp. 272-287

Persistent link: https://www.econbiz.de/10001225858

VYUŽITÍ INDIKÁTORŮ P/E A P/BV PŘI SESTAVENÍ AKCIOVÉHO PORTFOLIA

Širůček, Martin - 2017

Presented paper is dealing with using selected fundamental indicators by building a stock portfolio. Analysis is focused on using P/E and P/BV indicators by building a stock portfolio from stocks listed on Prague Stock Exchange. The aim of this paper is answer on question, if stocks with lower...

Persistent link: https://www.econbiz.de/10015257004

Validita modelu CAPM na akciovém trhu USA

Širůček, Martin; Šoba, Oldřich; Němeček, Jaroslav - 2014

The present article is focused on the Capital Asset Pricing Model (CAPM) and its implementation into American Stock … Market. It attempts to empirically test the validity of the CAPM to estimate individual stock returns based on historical … by using the model of Security Market Line (SML) verify the validity of CAPM model by assets pricing. According to Alfa …

Persistent link: https://www.econbiz.de/10015246689

On Estimation of Volatility of Financial Time Series for Pricing Derivatives

Černý, Michal - In: Acta Oeconomica Pragensia 2008 (2008) 4, pp. 12-21

Estimation of volatility of financial time series plays a crucial role in pricing derivatives. Volatility is often estimated from historical data; however, it is well known that volatility varies in time. We propose a method to choose a suitable length of historical data to estimate contemporary...

Persistent link: https://www.econbiz.de/10005036300

Vield curve construction using government bonds in the Czech republic

Málek, Jiří; Radová, Jarmila; Štěrba, Filip - In: Politická ekonomie 2007 (2007) 6, pp. 792-808

The paper deals with yield curve construction methods using coupon bonds in Czech bond market. Generally, there are more possibilities how to approach this problem: bootstraping, splines, parametric functions. Due to the lack of tradable public bonds and due to the fact that existing bonds do...

Persistent link: https://www.econbiz.de/10005036582

Equilibrium real price of a fixed asset in a growing economy

Kubíček, Jan - In: Politická ekonomie 2005 (2005) 3, pp. 405-422

The paper deals with equilibrium real price of a fixed asset in a growing economy. The supply of this kind of assets is by assumption fixed. Land or unique works of art are probably their closest empirical counterparts. Economic growth is manifested by a systematic increase in the real price of...

Persistent link: https://www.econbiz.de/10005036700

The interest rate transmission mechanism and the management of interest margin in the context of Czech national bank disinflation policy

Brůna, Karel - In: Politická ekonomie 2007 (2007) 6, pp. 829-851

The paper analyzes the relationship between interest rate transmission mechanism and bank's management of interest rate risk during the disinflation monetary policy in the Czech Republic in 1999-2006. In theoretical part, main determinants of short-run and long-run equilibrium of client interest...

Persistent link: https://www.econbiz.de/10005036706