154 - Katedra financí / Department of Finance

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Publikační činnost Katedry financí / Publications of Department of Finance (154) [16]

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Concordance measures and second order stochastic dominance - portfolio efficiency analysis

Kopa, Miloš; Tichý, Tomáš (E+M Ekonomie a management. 2012, roč. 15, č. 4, s. 110-120.)
Odhad tržního rizika na bází Lévyho modelů a časový horizont

Kresta, Aleš; Tichý, Tomáš (E+M Ekonomie a management. 2012, roč. 15, č. 4, s. 147-159.)
The power of subordinated Lévy models to depict the arrival of innovative information at world FX market

Stiborová, Eliška; Sznapková, Barbora; Tichý, Tomáš (Pakistan journal of statistics. 2012, vol. 28, no. 5, p. 777-792.)
International equity portfolio risk modeling: the case of the NIG model and ordinary copula functions

Kresta, Aleš; Tichý, Tomáš (Finance a úvěr. 2012, roč. 62, č. 2, s. 141-161.)

fin-a-uver-2012-62-2-141-kresta.pdf
Innovations at financial markets: how to model higher moments of portfolio distribution

Kresta, Aleš; Petrová, Ingrid; Tichý, Tomáš (Actual problems of economics. 2010, suppl. 12, p. 59-71.)

ACTUAL-PROBL-ECON-2010-suppl-12-59-kresta.pdf

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