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Title Active diversification tools in the portfolio of investment strategies Author info Peter Kubaška Author Kubaška Peter 1992- (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Hradec economic days : proceedings of the international scientific conference Hradec economic days 2020, 02.-03.04.2020, Hradec Králové, Vol. 10, no. 1. S. 390-398. - Hradec Králové : Univerzita Hradec Králové, 2020 ; Hradec Economic Days 2020 Innovations and upcoming challenges of developed and developing economies Keywords aktívna diverzifikácia - active diversification economic strategy moving average ideal equity curve Form. Descr. príspevky v zborníku - proceedings papers Language English Country Czech Republic Annotation Investment strategy can by defined as set of rules that identifies BUY or SELL trading signals. There are a lot of investment strategies based on different analysis of capital markets. Investment strategies can be seen for example in mutual fund, hedge funds but also in PAMM systems. Investor invests through these strategies in order to maximize the value of his trading account. Dynamic development of capital markets can cause that single investment strategy can stop working. Main question is how can be investor protected from this situation? Basic way to avoid the situation of one loss strategy is the diversification. In this paper the author tests two tools of active diversification Moving average and Ideal equity curve. Both of these tools are tested on two different data samples. On the one hand simulated data sample shows that Ideal equity curve is able to protect investment capital. On the other hand, active diversification tools did not prove predict power on real data sample. This situation was caused due to the fact, that real data sample is created only by two loss strategies. Goal of this paper is to test active diversification tools in environment of simulated and real data. URL Link na konferenciu Public work category AFC No. of Archival Copy 48140 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
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Title Trend definition as a support tool for managing a portfolio of investment strategies Par.title Definícia trendu ako podporný nástroj pre riadenie portfólia investičných stratégií Author info Tomáš Virdzek, Peter Kubaška Author Virdzek Tomáš 1982- (50%) UMBEF16 - Výskumné a inovačné centrum
Co-authors Kubaška Peter 1992- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Forum Statisticum Slovacum : vedecký recenzovaný časopis Slovenskej štatistickej a demografickej spoločnosti. Roč. 15, č. 2 (2019), s. 44-56. - Bratislava : Slovenská štatistická a demografická spoločnosť, 2019 Keywords definícia trendu - trend definition aktívna diverzifikácia - active diversification pasívna diverzifikácia - pasive diversification portfóliový manažment - riadenie portfólia - portfolio management Form. Descr. články - journal articles Language English Country Slovak Republic Public work category ADF No. of Archival Copy 48141 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised
Title Portfolio performance: An active approach to weighting assets in the portfolio versus naive diversification Author info Tomáš Virdzek, Peter Kubaška, Petra Cisková Author Virdzek Tomáš 1982- (50%) UMBEF16 - Výskumné a inovačné centrum
Co-authors Kubaška Peter 1992- (30%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Cisková Petra 1994- (20%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Application of mathematics and statistics in economics 2018 : conference proceedings : full text papers. CD-ROM, pp. 333-347. - Praha : Vysoká škola ekonomická v Praze, 2018 / Bašta Milan ; Biernacki Marek ; 1984- Boďa Martin ; Čabla Adam ; Dębicka Joanna ; 1976- Grausová Mária ; 1988- Hudec Samuel ; 1985- Huňady Ján ; 1967- Izáková Katarína ; 1965- Kanderová Mária ; 1983- Kollár Igor ; 1978- Kráľ Pavol ; 1975- Laco Peter ; 1971- Medveďová Petra ; 1991- Mešťan Michal ; 1964- Rigová Zuzana ; 1962- Špirková Jana ; 1981- Stachová Mária ; 1943- Zimka Rudolf ; 1964- Zimková Emília ; Applications of Mathematics and Statistics in Economics 2018 (AMSE) medzinárodná vedecká konferencia Keywords weight of assets in investment portfotio benchmarking aktívna diverzifikácia - active diversification naivná diverzifikácia - naive diversification Form. Descr. príspevky v zborníku - proceedings papers Language English Country Czech Republic systematics 33 Annotation Modern portfolio theory represents the approach to constructing an optimal portfolio based on the weighting of individual assets in the portfolio. We can call this approach as an active, because the investor assigns higher weights to the assets that are able to achieve higher performance on the basis of past performance. In addition to the active investment approach, we also know the passive investment approach, through which the investor seeks to evenly distribute capital among other assets (naive diversification). The aim of this paper is to evaluate the performance of the active approach to weighting in the portfolio versus naive diversification. For the purpose of this work, we divide the data sample into two parts. The first part will serve to determine weights in the portfolio (training set) and in the second part we will test the performance of this portfolio versus the approach of naive diversification (testing set). Public work category AFC No. of Archival Copy 44201 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised
Title Ideal equity curve as a tool of portfolio risk management in the time of financial globalization Author info Tomáš Virdzek, Peter Kubaška, vladimír Úradníček Author Virdzek Tomáš 1982- (50%) UMBEF16 - Výskumné a inovačné centrum
Co-authors Kubaška Peter 1992- (30%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Úradníček Vladimír 1963-2021 (20%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Globalization and its socio-economic consequences : 18th international scientific conference : proceedings : 10th – 11th October 2018, Rajecke Teplice, Slovak Republic, 6 - Inequality in society. S. 1919-1926. - Žilina : Žilinská univerzita v žiline, 2018 / Bartošová Viera ; Belás Jaroslav ; Čorejová Tatiana ; Dengov Viktor V. ; Gerasimenko Valentina V. ; Hes Aleš ; Kolnhofer-Derecskei Anita ; Klieštik Tomáš ; Klieštiková Jana ; 1978- Kráľ Pavol ; Križanová Anna ; Lazaroiu Gheorghe ; Lyakin Alexander N. ; Molchanova Olga P. ; Musa Hussam 1968- ; Nica Elvira ; Popescu Gheorghe H. ; Sedliačiková Mariana ; Sroka Wlodzimierz ; Vēvere Velga ; Vochozka Marek ; Zhuravleva Natalia A. ; Globalization and its socio-economic consequences medzinárodná vedecká konferencia Keywords financial globalization portfolio weights naivná diverzifikácia - naive diversification aktívna diverzifikácia - active diversification ideal equity curve Form. Descr. príspevky v zborníku - proceedings papers Language English Country Slovak Republic systematics 33 Public work category AFD No. of Archival Copy 44151 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised