SVOBODA, Martin a Svend REUSE. Price vs. Performance Index – Comparison of the Czech PX with the DAX 30 and the EuroStoxx 50. In Deev, O; Kajurova, V; Krajicek, J. European Financial Systems 2014. Proceedings of the 11th International Scientific Conference. 1. vyd. Brno: Masarykova univerzita, 2014, s. 507-514. ISBN 978-80-210-7153-7. |
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@inproceedings{1205507, author = {Svoboda, Martin and Reuse, Svend}, address = {Brno}, booktitle = {European Financial Systems 2014. Proceedings of the 11th International Scientific Conference}, edition = {1}, editor = {Deev, O; Kajurova, V; Krajicek, J}, keywords = {price index; risk; return; correlations; asset allocation}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Brno}, isbn = {978-80-210-7153-7}, pages = {507-514}, publisher = {Masarykova univerzita}, title = {Price vs. Performance Index – Comparison of the Czech PX with the DAX 30 and the EuroStoxx 50}, year = {2014} }
TY - JOUR ID - 1205507 AU - Svoboda, Martin - Reuse, Svend PY - 2014 TI - Price vs. Performance Index – Comparison of the Czech PX with the DAX 30 and the EuroStoxx 50 PB - Masarykova univerzita CY - Brno SN - 9788021071537 KW - price index KW - risk KW - return KW - correlations KW - asset allocation N2 - The Czech PX is – as most of the indices – a price index. Nevertheless, a performance index of the PX is developed as well. This articles analyses risk/return of the PX in comparison to the German DAX 30 and the EuroStoxx 50. Diversification effects as well as the tests onto normal distribution are analyzed. The aim is to give investors concrete hints for the investment in the Czech market. ER -
SVOBODA, Martin a Svend REUSE. Price vs. Performance Index – Comparison of the Czech PX with the DAX 30 and the EuroStoxx 50. In Deev, O; Kajurova, V; Krajicek, J. \textit{European Financial Systems 2014. Proceedings of the 11th International Scientific Conference}. 1. vyd. Brno: Masarykova univerzita, 2014, s.~507-514. ISBN~978-80-210-7153-7.
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