Drawdown v úlohách optimalizace portfolia
Drawdown in portfolio selection problems
bachelor thesis (DEFENDED)
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http://hdl.handle.net/20.500.11956/28116Identifiers
Study Information System: 62063
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- Kvalifikační práce [11264]
Author
Advisor
Referee
Lachout, Petr
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
General Mathematics
Department
Department of Probability and Mathematical Statistics
Date of defense
30. 6. 2009
Publisher
Univerzita Karlova, Matematicko-fyzikální fakultaLanguage
Czech
Grade
Excellent