Multivariate stochastic dominance and its application in portfolio optimization problems
| Thesis title in Czech: | Mnohorozměrná stochastická dominance a její aplikace v úlohách hledání optimálního portfolia |
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| Thesis title in English: | Multivariate stochastic dominance and its application in portfolio optimization problems |
| Key words: | Mnohorozměrná stochastická dominance, silná stochastická dominance, slabá stochastická dominance, stochastická optimalizace, optimalizace portfolia |
| English key words: | Multivariate stochastic dominance, strong stochastic dominance, weak stochastic dominance, stochastic optimization, portfolio optimization |
| Academic year of topic announcement: | 2014/2015 |
| Thesis type: | dissertation |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Ing. Miloš Kopa, Ph.D. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 09.10.2014 |
| Date of assignment: | 09.10.2014 |
| Confirmed by Study dept. on: | 09.10.2014 |
| Date and time of defence: | 20.09.2018 10:30 |
| Date of electronic submission: | 20.06.2018 |
| Date of submission of printed version: | 21.06.2018 |
| Date of proceeded defence: | 20.09.2018 |
| Opponents: | as. prof. Sergio Ortobelli, Ph.D. |
| doc. RNDr. Martin Branda, Ph.D. | |