Browsing by Author "Polivka, Jan"

Now showing items 1-3 of 3

2004-01-14Buch

Asset-liability management for Czech pension funds using stochastic programming

Dupacová, Jitka; Polivka, Jan

It is possible to model a wide range of portfolio management problems using stochastic programming. This approach requires the generation of input scenarios and probabilities, which represent the evolution of the return ...
2005-09-23Zeitschriftenartikel

Boomstadt Prag - Stärkung der Stadtteilzentren

Polivka, Jan

Seit mehr als zehn Jahren gilt Prag als ausgeprägtes Beispiel einer raschen urbanen Veränderung innerhalb des ehemaligen Ostblocks. Die historische Innenstadt, eines der größten Weltkulturerbe-Ensembles, übernimmt dabei ...
2005-01-12Buch

Stress Testing for VaR an CVaR

Dupacová, Jitka; Polivka, Jan

Practical use of the contamination technique in stress testing for risk measures Value at Risk (VaR) and Conditional Value at Risk (CVaR) and for optimization problems with these risk criteria is discussed. Whereas for ...