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Optimizacija portfeljev za vrednostne papirje s težkimi repi : delo diplomskega seminarjaBabnik, Eva, matematičarkaType of material - undergraduate thesisPublication and manufacture - Ljubljana : [E. Babnik], 2021Language - slovenianCOBISS.SI-ID - 76686851
Author
Babnik, Eva, matematičarka
Other authors
Kokol-Bukovšek, Damjana
Topics
finančna matematika |
indeks ekstremnih tveganj |
Markowitzev model |
optimizacija portfelja |
repno tveganje |
teorija ekstremnih vrednosti |
testiranje za nazaj |
težkorepe porazdelitve |
extreme risk index |
Markowitz model |
portfolio optimization |
tail risk |
extreme value theory |
backtesting |
heavy-tailed distributions
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Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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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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Babnik, Eva, matematičarka | ![]() |
Kokol-Bukovšek, Damjana | 12190 |
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