Result Details

DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES

ŠKAPA, S.; MELUZÍN, T. DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES. Economics and management-2007, 2011, vol. 2011, no. 16, p. 1198-1203. ISSN: 1822-6515.
Type
journal article
Language
English
Authors
Škapa Stanislav, prof. Ing. et Ing., Ph.D., FP Děkanát (FBM), RE-OKv (RO), ÚE (FBM)
Meluzín Tomáš, prof. Ing., Ph.D., ÚE (FBM)
Abstract

The objective of the paper is to critically evaluate and determine risk-return profile of IPO (Initial
Public Offering) indexes (investments instruments) and whether IPO indexes should be take in as an
independent asset class of investments portfolio for its risk-return improvement. This paper gives an
empirical view on the ex-post asset classes characteristics focused mainly on risk.

Keywords

downside risk, IPO indexes, bootstrap, robust approach.

Published
2011
Pages
1198–1203
Journal
Economics and management-2007, vol. 2011, no. 16, ISSN 1822-6515
BibTeX 
@article{BUT72359,
  author="Stanislav {Škapa} and Tomáš {Meluzín}",
  title="DETERMINING RISK CHARACTERISTICS OF IPO STOCK INDEXES",
  journal="Economics and management-2007",
  year="2011",
  volume="2011",
  number="16",
  pages="1198--1203",
  issn="1822-6515"
}
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