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