Alternatívne prístupy k tvorbe investičného portfólia

Project Identification

MUNI/A/1069/2021

Project Period

1/2022 - 12/2022

Investor / Pogramme / Project type

Masaryk University

Specific research - support for student projects

MU Faculty or unit

Faculty of Economics and Administration

Hlavným zamerením a cieľom tohto projektu bude skúmanie závislostí finančných aktív, primárne kvantilových závislostí, k čomu budú využité moderné metódy ako ES, Quantilogram alebo kvantilová koherencia a ich následná možná aplikácia ako alternatívnych metód v tvorbe portfólia. Potrebné dáta budú získané z terminálu Bloomberg, prípadne Yahoo finance.

Publications

Total number of publications: 3

2022

Can sustainability differ between assets? The empirical classification shows no effect. (in review)

STANĚK GYÖNYÖR Lucie HORVÁTH Matúš STAŠEK Daniel STACHOŇ Martin

Article in Periodical

Working paper, year: 2022
Crypto Havens During War Times? Evidence from the Russian Invasion of Ukraine (in review)

HAMPL Filip VÁGNEROVÁ LINNERTOVÁ Dagmar HORVÁTH Matúš

Article in Periodical

Working paper, year: 2022
Does ESG have an effect on the stock-market dependence? Empirical exploration of S&P 1200 companies shows the divergent nature of ESG pillars (in review)

STANĚK GYÖNYÖR Lucie HORVÁTH Matúš

Article in Periodical

Working paper, year: 2022

Alternatívne prístupy k tvorbe investičného portfólia

Publications

2022

Can sustainability differ between assets? The empirical classification shows no effect. (in review)

Crypto Havens During War Times? Evidence from the Russian Invasion of Ukraine (in review)

Does ESG have an effect on the stock-market dependence? Empirical exploration of S&P 1200 companies shows the divergent nature of ESG pillars (in review)