SVOBODA, Martin and 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. 1st ed. Brno: Masarykova univerzita, 2014, p. 507-514. ISBN 978-80-210-7153-7.
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Basic information
Original name Price vs. Performance Index – Comparison of the Czech PX with the DAX 30 and the EuroStoxx 50
Authors SVOBODA, Martin (203 Czech Republic, guarantor, belonging to the institution) and Svend REUSE (276 Germany).
Edition 1. vyd. Brno, European Financial Systems 2014. Proceedings of the 11th International Scientific Conference, p. 507-514, 8 pp. 2014.
Publisher Masarykova univerzita
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50200 5.2 Economics and Business
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/00216224:14560/14:00077230
Organization unit Faculty of Economics and Administration
ISBN 978-80-210-7153-7
UT WoS 000350701500068
Keywords in English price index; risk; return; correlations; asset allocation
Tags International impact, Reviewed
Changed by Changed by: Mgr. Daniela Marcollová, učo 111148. Changed: 3/4/2015 12:17.
Abstract
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.
Links
MUNI/A/0786/2013, interní kód MUName: Analýza a predikce vývoje cen finančních a investičních nástrojů
Investor: Masaryk University, Category A
PrintDisplayed: 24/7/2024 12:21