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Title Are active equity mutual funds really active? Author info Michal Mešťan, Ivan Králik ... [et all.] Author Mešťan Michal 1991- (34%) UMBEF04 - Katedra financií a účtovníctva
Co-authors Králik Ivan 1992- (33%) UMBEF15 - Katedra verejnej ekonomiky a regionálneho rozvoja
Žofaj Matej 1992- (33%) UMBEF01 - Katedra cestovného ruchu
Source document Scientia Iuventa 2019 : book of abstracts from international conference of doctoral students, Banská Bystrica, 25.04.2019. S. 25. - Banská Bystrica : Univerzita Mateja Bela, 2019 / Cisková Petra 1994- ; Kubaška Peter 1992- ; Budinský Michal 1993- ; Scientia Iuventa 2019 medzinárodná konferencia Keywords podielové fondy - mutual funds equity tracking error Form. Descr. abstrakty - abstracts Language English Country Slovak Republic systematics 33 Public work category AFH No. of Archival Copy 45156 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ Title Quadratic index tracking Author info Martin Boďa, Mária Kanderová Author Boďa Martin 1984- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Co-authors Kanderová Mária 1965- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Acta aerarii publici : vedecký časopis Ekonomickej fakulty Univerzity Mateja Bela v Banskej Bystrici. Roč. 11, špeciálne číslo (2014), s. 5-10. - Banská Bystrica : Vydavateľstvo Univerzity Mateja Bela - Belianum, 2014 Keywords passive portfolio management quadratic index tracking tracking portfolio tracking error Language English Country Slovak Republic systematics 007 Public work category ADF No. of Archival Copy 30281 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika 3.Two methods of portfolio tracking: tracking error variance minimization and cointegration analysis
Title Two methods of portfolio tracking: tracking error variance minimization and cointegration analysis Author info Martin Boďa, Mária Kanderová Author Boďa Martin 1984- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Co-authors Kanderová Mária 1965- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Enterprise and competitive environment : conference abstract proceedings, Brno, March 6 - 7, 2014. CD-ROM, s. 151. - Brno : Martin Stríž Publishing, 2014 ; Enterprise and competitive environment konferencia Keywords tracking error cointegration analysis tracking portfolio Language English Country Czech Republic systematics 007 Public work category AFG No. of Archival Copy 32001 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ Title Tracking error variance minimization vs. cointegration analysis Author info Martin Boďa, Mária Kanderová Author Boďa Martin 1984- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Co-authors Kanderová Mária 1965- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Lecture notes in management science, management innovation and business innovation : 2nd international conference on management innovation and business innovation (ICMIBI 2014), December 8-9, 2014, Bangkok, Thailand, Vol. 44. Pp. 41-48. - Singapore : Singapore management and sports science institute, 2014 / Zhang Ying ; International conference on management innovation and business innovation (ICMIBI 2014) medzinárodná konferencia Keywords index tracking tracking error tracking error variance minimization cointegration analysis Language English Country Singapore systematics 004 Public work category AFC No. of Archival Copy 31947 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ Title Passive portfolio management based on quadratic index tracking Author info Martin Boďa, Mária Kanderová Author Boďa Martin 1984- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Co-authors Kanderová Mária 1965- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Ad Alta : journal of interdisciplinary research. Vol. 4, no. 1 (2014), pp. 10-14. - Hradec Králové : Magnanimitas, 2014 Keywords passive portfolio management quadratic index tracking tracking portfolio tracking error Language English Country Czech Republic systematics 007 Annotation Strategies of passive management in portfolio selection are based on imitating the performance of a specific benchmark ( that is designed in such a way that it approximates as best as possible the value of the market portfolio) with the intention of achieving minimum discrepancy between the benchmark performance and the tracking portfolio performance. In the paper attention is given to portfolio selection based on partial replication of the S&P 500 Index. In contrast to the traditional Markowitzian approach, the key criterion of portfolio selection is minimization of the quadratic tracking error variance. In the empirical exercise, out of the stocks represented in the S&P 500 Index one stock was chosen randomly by each of the 10 GICS sectors and this selection of 10 stocks were available for portfolio selection. On the scale of performance, the quadratic index tracking strategy can be seen superior to the traditional Markowitzian approach. URL Link na plný text Public work category ADM No. of Archival Copy 31972 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ References PERIODIKÁ-Súborný záznam periodika