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Recent Submissions

Kresta, Aleš , Tichý, Tomáš
Odhad tržního rizika na bází Lévyho modelů a časový horizont

Modeling, measuring, and managing the risk is an inherent part of risk management in financial institutions. For those institutions, that are active at financial markets, the market risk plays a significant role. The market risk arises from unexpected changes of market pric...

Stavárek, Daniel , Heryán, Tomáš
Day of the week effect in central european stock markets

The aim of the paper is to estimate the day of the week effect in the stock markets in the Czech Republic, Hungary and Poland over the period 2006–2012. The paper fills the gap in literature as the most recent period and the countries covered by the ...

Hrdý, Milan , Šimek, Bohuslav
Valuation of the company in financial distress

The contribution deals with so far not very deeply analyzed, but very important issues of corporate valuation in financial distress. Only Damodaran offers the solution based on the valuation of the company in the financial distress as the option on the base of the ...

Kopa, Miloš , Tichý, Tomáš
Concordance measures and second order stochastic dominance - portfolio efficiency analysis

Portfolio selection problem is one of the most important issues within financial risk management and decision making. It concerns both, financial institutions and their regulator/supervisor bodies. A crucial input factor, when the admissible or even optimal portfolio is detected,...

Půlpánová, Lenka , Simová, Jozefína
Faktory spokojenosti zákazníků v cestovním ruchu

The concept of customer satisfaction has been discussed in the literature a lot. It is considered to be an important factor in attracting and retaining customers. The main reason leading to this statement is the fact that satisfaction has a significant impact on the...