000020411 001__ 20411 000020411 005__ 20170119130155.0 000020411 04107 $$aeng 000020411 046__ $$k2014-09-22 000020411 100__ $$aYoshida, Yuji 000020411 24500 $$aA decision process with portfolios for value-at-risks 000020411 24630 $$n11.$$pProceedings of the international conference on numerical analysis and applied mathematics 2014 000020411 260__ $$b 000020411 506__ $$arestricted 000020411 520__ $$2eng$$aValue-at-risk (VaR), portfolio, dynamic risk allocation, the expected rate of return, risk probability, bankruptcy, dynamic programming 000020411 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb. 000020411 653__ $$a 000020411 7112_ $$aInternational conference on numerical analysis and applied mathematics 2014$$cRhodes (GR)$$d2014-09-22 / 2014-09-28$$gICNAAM2014 000020411 720__ $$aYoshida, Yuji 000020411 8560_ $$ffischerc@itam.cas.cz 000020411 8564_ $$s87547$$uhttps://invenio.itam.cas.cz/record/20411/files/070008_1.pdf$$yOriginal version of the author's contribution as presented on USB, paper 070008_1.pdf. 000020411 962__ $$r20333 000020411 980__ $$aPAPER