Dynamická optimalizace portfolia ve finanční krizi za pomoci denních a vysokofrekvenčních dat
Thesis title in Czech: | Dynamická optimalizace portfolia ve finanční krizi za pomoci denních a vysokofrekvenčních dat |
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Thesis title in English: | Dynamic Portfolio Optimization During Financial Crisis Using Daily Data and High-frequency Data |
Academic year of topic announcement: | 2012/2013 |
Thesis type: | rigorosum thesis |
Thesis language: | angličtina |
Department: | Institute of Economic Studies (23-IES) |
Supervisor: | doc. PhDr. Jozef Baruník, Ph.D. |
Author: | hidden - assigned by the advisor |
Date of registration: | 20.08.2013 |
Date of assignment: | 28.08.2013 |
Date and time of defence: | 17.10.2013 00:00 |
Venue of defence: | IES |
Date of electronic submission: | 08.09.2013 |
Date of proceeded defence: | 17.10.2013 |
Opponents: | prof. PhDr. Ladislav Krištoufek, Ph.D. |