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Title Stochastic dominance analysis of Slovak 2nd pillar pension funds Author info Miloš Kopa, Kristina Šutiené ... [et al.] Author Kopa Miloš (25%)
Co-authors Šutiené Kristina (25%)
Kabasinskas Audrius (25%)
Mešťan Michal 1991- (25%) UMBEF04 - Katedra financií a účtovníctva
Source document Financial management of firms and financial institutions : 12th international scientific conference, 3rd September 2019, Ostrava, Czech Republic : proceedings. S. 112-121. - Ostrava : Vysoká škola báňská - Technická univerzita Ostrava, 2019 / Borovcová Martina ; Čulík Miroslav ; Dluhošová Dana ; Dvoroková Kateřina ; Fasora Ondřej ; Financial management of firms and financial institutions international scientific conference Keywords pension funds stochastic analysis pension pillar Headings Geogr. Slovensko Form. Descr. príspevky v zborníku - proceedings papers Language English Country Czech Republic Annotation The paper analyses the returns of Slovak 2nd pillar pension funds using several approaches. The main goal of the paper is to compare these funds among each other and to find the most attractive ones. Since the fund returns are random, we are working with the probability distributions of the returns estimated from the data parametrically (assuming a stable distribution) and nonparametrically (assuming an empirical distribution). Moreover, we consider several ways of comparisons (descriptive statistics, performance ratios and stochastic dominance relations) focusing mainly on the stochastic dominance analysis. We employ stochastic dominance rules of the first order, second order, third order as usually. Moreover, we consider the most attractive stochastic dominance relation generated by utility functions with decreasing absolute risk aversion – DARA stochastic dominance, Finally, we compare the results of all these approaches. URL https://www.ekf.vsb.cz/export/sites/ekf/frpfi/en/conference-proceedings/Sbornik-final.pdf Public work category AFC No. of Archival Copy 46430 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ Title Flickers forecasting in CRT using stochastic analysis Author info A. A. Khan, S. Soomro, A.l G. Memon Author Khan Adnan Alam (34%)
Co-authors Soomro Safeeullah (33%)
Memon Abdul Ghafoor (33%)
Source document Sindh University research journal : (science series). Vol. 44, no. 3 (2012), pp. 473-478. - Jamshoro : University of Sindh, 2012 Keywords flickers stochastic analysis Language English Country Pakistan systematics 004 Public work category ADE No. of Archival Copy 31768 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ Title An introduction to efficiency and productivity analysis Author info Timothy J. Coelli ... [et al.] Author Coelli Timothy J.
Issue data New York : Springer , 2005. - xvii; 349 s. : gr., tab., 24 cm Issue 2nd ed. ISBN 0-387-24266-X, 978-0387-24266-8 Note Bibliografia s.327-339. Bibliografické odkazy. Menný register. Vecný register Keywords ekonometria - econometrics analýza výkonnosti - efficiency analysis analýza obalu dát - analýza dátových obalov - data envelopment analysis - DEA stochastická analýza stochastic analysis Language English Country United States of America systematics 330.43 519.246 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xkni - BOOKS Copy count 1, currently available 0, at library only 1 Call number Location Sublocation Umiestnenie Info 349222 Univerzita Mateja Bela Department of finance and accounting In-Library Use Only Title Stochastic frontier analysis Author info Subal C. Kumbhakar, C. A. Knox Lovell Author Kumbhakar Subal C.
Co-authors Lovell C. A. Knox
Issue data Cambridge : Cambridge University Press , 2003. - x; 333 s. : gr., 24 cm Issue [1st paperback ed.] ISBN 0-521-66663-5 Note Bibliografia 311-327. Bibliografické odkazy. Autorský register. Predmetový register Keywords ekonometria - econometrics stochastická analýza stochastické procesy - stochastic processes matematická analýza - mathematical analysis stochastic analysis Language English Country Great Britian systematics 330.43 517 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xkni - BOOKS Copy count 1, currently available 0, at library only 1 Call number Location Sublocation Umiestnenie Info 349212 Univerzita Mateja Bela Department of finance and accounting In-Library Use Only Title Computational financial mathematics using Mathematica Subtitle optimal trading in stocks and options Author info Srdjan Stojanovic Author Stojanovic Srdjan
Issue data Boston : Birkhäuser , c2003. - xi; 481 s. : gr., obr., 24 cm Issue [1st ed.] ISBN 978-0-8176-4197-9 Note Bibliografia s. 473-475. Register Keywords finančná matematika - business mathematics - financial mathematics matematické modely - mathematical models stochastická analýza finančný úpadok matematický software - matematický softvér - mathematical software vysokoškolské učebnice - učebnice vysokých škôl stochastic analysis financie - finance university textbooks Language English Country United States of America systematics 519.2 519.237 336:51-7 004.9:51 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xkni - BOOKS Copy count 1, currently available 0, at library only 1 Call number Location Sublocation Umiestnenie Info 350649 Univerzita Mateja Bela Department of mathematics In-Library Use Only