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  • In this paper, we analyze the development of the European stock markets during the last decade. Considering different datasets of stock market indexes, we discuss the effects in terms of a classical risk-return efficient frontier that the European Union enlargement has produced in the portfolio selection of the financial market. Moreover, we propose a methodology to deal with the portfolio selection problem addressing two investor’s risk profiles. In the methodology the copula approach and scenario simulations allow us to manage different distributional hypothesis and to discuss the results of an ex-post empirical analysis. By this methodology we study the possibilities of investors’ wealth maximization in terms of investments into EU stock market indexes.
  • In this paper, we analyze the development of the European stock markets during the last decade. Considering different datasets of stock market indexes, we discuss the effects in terms of a classical risk-return efficient frontier that the European Union enlargement has produced in the portfolio selection of the financial market. Moreover, we propose a methodology to deal with the portfolio selection problem addressing two investor’s risk profiles. In the methodology the copula approach and scenario simulations allow us to manage different distributional hypothesis and to discuss the results of an ex-post empirical analysis. By this methodology we study the possibilities of investors’ wealth maximization in terms of investments into EU stock market indexes. (en)
Title
  • Portfolio optimization assuming different EU stock markets
  • Portfolio optimization assuming different EU stock markets (en)
skos:prefLabel
  • Portfolio optimization assuming different EU stock markets
  • Portfolio optimization assuming different EU stock markets (en)
skos:notation
  • RIV/61989100:27510/14:86089733!RIV15-MSM-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(EE2.3.30.0016), P(GP13-18300P)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 37666
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/14:86089733
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • copula approach; portfolio selection; economic integration (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [C2C822938C85]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 2nd International Conference on European Integration 2014 - ICEI 2014 : May 15-16, 2014, Ostrava, Czech Republic
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Kresta, Aleš
  • Cassader, Marco
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000346144900042
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn
  • 978-80-248-3388-0
http://localhost/t...ganizacniJednotka
  • 27510
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