EURO 2024 Copenhagen
Abstract Submission

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Session MD-51: Portfolio risk management in stream Risk management in finance

Monday, 14:30-16:00
Room: M5 (building: 101)

Session chair(s):
David Neděla (ned0043@vsb.cz)

The following abstracts have been submitted in this session:
2085. Decision-making of Liquor Retailer based on Modified Portfolio Theory Xiaotong Sang [R] - Czech Republic
accepted
2086. Based on the applicability of the KMV model in Chinese commercial banks Shikai Gao [R] - Czech Republic
accepted
536. Mean–trend risk portfolio selection with non-dominated sorting asset preselection David Neděla [R] - Czech Republic
accepted
Sergio Ortobelli Lozza [] - Italy
Tomáš Tichý [] - Czech Republic
3595. Dynamic Investment Model for Pension Funds: Maximizing Mean-Risk Performance with SD constraints Audrius Kabasinskas [R] - Lithuania
accepted
Milos Kopa [R] - Czech Republic
Kristina Sutiene [R] - Lithuania
Sebastiano Vitali [R] - Italy