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Testiranje avtomatiziranih trgovalnih strategij ter VIX in VXX : magistrsko deloKlopčič Baus, NinaType of material - master's thesis ; adult, seriousPublication and manufacture - Ljubljana : [N. Klopčič Baus], 2014Language - slovenianCOBISS.SI-ID - 17567577
Author
Klopčič Baus, Nina
Other authors
Košir, Tomaž, 1962- |
Šušterič, Branko
Topics
upravljanje portfelja |
donos |
mera tveganja |
avtomatizirana trgovalna strategija |
testiranje strategij |
VIX |
VXX |
portfolio management |
return |
measure of risk |
automated trading strategy |
backtesting strategies
Library/institution |
City | Acronym | For loan | Other holdings |
---|---|---|---|---|
FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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Shelf entry
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Year | Impact factor | Edition | Category | Classification | ||||
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Klopčič Baus, Nina | |
Košir, Tomaž, 1962- | 08398 |
Šušterič, Branko | 07626 |
Source: Personal bibliographies
and: SICRIS
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