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| Description
| - V tomto příspěvku je popisován přístup modelování nejistoty mezinárodního indexového portfolia metodologií value at risk (VAR) za soft podmínek pomocí fuzzy-stochastické metodologie. Všeobecný termín nejistota představuje dva aspekty: riziko v podobě pravděpodobnosti (stochastická metodologie) a za neurčitosti (někdy také nazývané za nepřesnosti, nejasnosti) je modelováno pomocí fuzzy metodologie. Tento hybridní model je nazýván fuzzy-stochastickým modelem. Vstupní data pro stochastický model jsou jedinečné distribuční funkce a reálná data. Vstupními daty pro pro fuzzy model jsou fuzzy čísla a reálná data. Vstupními daty pro hybridní model jsou fuzzy pravděpodobnostní distribuční funkce, jedinečné distribuční funkce a reálná data. VAR model za soft podmínek je konstruován jako hybridní model, neboť se předpokládá, že vstupní data jsou obtížné určit jako crisp čísla nebo jako jedinečné distribuční funkce. Riziko je modelováno pomocí stochastické metodologie na základě VAR, neurčitost je modelována po (cs)
- The approach to modelling uncertainty of the international index portfolio by the value at risk (VAR) methodology under soft conditions by fuzzy-stochastic methodology is described in the paper. The generalised term uncertainty is understood to have two aspects: risk modelled by probability (stochastic methodology) and vagueness sometimes called impreciseness, ambiguity, softness is modelled by fuzzy methodology. Thus, hybrid model is called fuzzy-stochastic model. Input data for a stochastic model are unique distribution functions and crisp (real) data. Input data for fuzzy model are fuzzy numbers and crisp (real) data. Input data for hybrid model are fuzzy probability distribution functions, unique distribution functions, and crisp (real) data. Softly defined VAR model is constructed as hybrid model because it is supposed that the input data are difficult to determine as crisp numbers or as some unique distribution functions. Risk is modelled by stochastic methodology on the VAR basis and vagueness
- The approach to modelling uncertainty of the international index portfolio by the value at risk (VAR) methodology under soft conditions by fuzzy-stochastic methodology is described in the paper. The generalised term uncertainty is understood to have two aspects: risk modelled by probability (stochastic methodology) and vagueness sometimes called impreciseness, ambiguity, softness is modelled by fuzzy methodology. Thus, hybrid model is called fuzzy-stochastic model. Input data for a stochastic model are unique distribution functions and crisp (real) data. Input data for fuzzy model are fuzzy numbers and crisp (real) data. Input data for hybrid model are fuzzy probability distribution functions, unique distribution functions, and crisp (real) data. Softly defined VAR model is constructed as hybrid model because it is supposed that the input data are difficult to determine as crisp numbers or as some unique distribution functions. Risk is modelled by stochastic methodology on the VAR basis and vagueness (en)
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| Title
| - Value at Risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)
- VaR metodologie mezinárodního indexového portfolia za soft podmínek (cs)
- Value at Risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach) (en)
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| skos:prefLabel
| - Value at Risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)
- VaR metodologie mezinárodního indexového portfolia za soft podmínek (cs)
- Value at Risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach) (en)
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| skos:notation
| - RIV/61989100:27510/05:00011858!RIV06-GA0-27510___
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| http://linked.open.../vavai/riv/strany
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| http://linked.open...avai/riv/aktivita
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| http://linked.open...avai/riv/aktivity
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| http://linked.open...iv/cisloPeriodika
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| http://linked.open...vai/riv/dodaniDat
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| http://linked.open...aciTvurceVysledku
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| http://linked.open.../riv/druhVysledku
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| http://linked.open...iv/duvernostUdaju
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| http://linked.open...titaPredkladatele
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| http://linked.open...dnocenehoVysledku
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| http://linked.open...ai/riv/idVysledku
| - RIV/61989100:27510/05:00011858
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| http://linked.open...riv/jazykVysledku
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| http://linked.open.../riv/klicovaSlova
| - Value at risk; mezinárodní indexní portfolio; normal fuzzy set; fuzzy-náhodná proměnná; fuzzy-stochastický model (en)
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| http://linked.open.../riv/klicoveSlovo
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| http://linked.open...odStatuVydavatele
| - US - Spojené státy americké
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| http://linked.open...ontrolniKodProRIV
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| http://linked.open...i/riv/nazevZdroje
| - International Review of Financial Analysis
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| http://linked.open...in/vavai/riv/obor
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| http://linked.open...ichTvurcuVysledku
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| http://linked.open...cetTvurcuVysledku
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| http://linked.open...vavai/riv/projekt
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| http://linked.open...UplatneniVysledku
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| http://linked.open...v/svazekPeriodika
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| http://linked.open...iv/tvurceVysledku
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| issn
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| number of pages
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| http://localhost/t...ganizacniJednotka
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| is http://linked.open...avai/riv/vysledek
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