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dc.contributor.advisorPatáková, Magdalena
dc.creatorLacroix, Jean
dc.date.accessioned2017-05-26T09:53:30Z
dc.date.available2017-05-26T09:53:30Z
dc.date.issued2015
dc.identifier.urihttp://hdl.handle.net/20.500.11956/61984
dc.description.abstractCharles University in Prague Faculty of Social Sciences Institute of Economic Studies Bibliographic Record of a an Academic Thesis Title in the language of the thesis (as recorded in SIS) Terrorism and market risk assessment Subtitle Translation of the title into English/Czech (as recorded in SIS) Terrorism and market risk assessment Type of the Thesis Master's thesis Author: Bc. Jean Lacroix Year 2015 Advisor of the thesis Mgr Magdalena Patakova Number of pages 77 Awards Specialization Economics (CFS) Abstract in Czech Abstract in English Terrorist attacks are one of the best examples of fast evolving institutional framework. In that context investors are impacted by a lot of pieces of information in a limited period of time. This disturbs the trading behavior and consequently the distribution of returns on the period following the attack (the information was not predicted and directly affects the investment choices). The present thesis focuses on the risk aspect of such disturbances. If terrorist attacks reshape the distribution of returns, it may modify the risk measures (multivariate and univariate). The particularity of the change in distribution implies that the observed translation into financial measures of risk will not be equal among all indicators. First a distinction exists between univariate...en_US
dc.languageEnglishcs_CZ
dc.language.isoen_US
dc.publisherUniverzita Karlova, Fakulta sociálních vědcs_CZ
dc.subjectTerrorism,risk measurescs_CZ
dc.subjectevent studies,international financecs_CZ
dc.subjectTerrorism,risk measuresen_US
dc.subjectevent studies,international financeen_US
dc.titleTerrorism and market risk assessmenten_US
dc.typediplomová prácecs_CZ
dcterms.created2015
dcterms.dateAccepted2015-06-23
dc.description.departmentInstitute of Economic Studiesen_US
dc.description.departmentInstitut ekonomických studiícs_CZ
dc.description.facultyFakulta sociálních vědcs_CZ
dc.description.facultyFaculty of Social Sciencesen_US
dc.identifier.repId146172
dc.contributor.refereeBrechler, Josef
dc.identifier.aleph002010986
thesis.degree.nameMgr.
thesis.degree.levelnavazující magisterskécs_CZ
thesis.degree.disciplineKorporátní strategie a finance v Evropěcs_CZ
thesis.degree.disciplineCorporate Strategy and Finance in Europeen_US
thesis.degree.programEkonomické teoriecs_CZ
thesis.degree.programEconomicsen_US
uk.thesis.typediplomová prácecs_CZ
uk.taxonomy.organization-csFakulta sociálních věd::Institut ekonomických studiícs_CZ
uk.taxonomy.organization-enFaculty of Social Sciences::Institute of Economic Studiesen_US
uk.faculty-name.csFakulta sociálních vědcs_CZ
uk.faculty-name.enFaculty of Social Sciencesen_US
uk.faculty-abbr.csFSVcs_CZ
uk.degree-discipline.csKorporátní strategie a finance v Evropěcs_CZ
uk.degree-discipline.enCorporate Strategy and Finance in Europeen_US
uk.degree-program.csEkonomické teoriecs_CZ
uk.degree-program.enEconomicsen_US
thesis.grade.csVelmi dobřecs_CZ
thesis.grade.enVery gooden_US
uk.abstract.enCharles University in Prague Faculty of Social Sciences Institute of Economic Studies Bibliographic Record of a an Academic Thesis Title in the language of the thesis (as recorded in SIS) Terrorism and market risk assessment Subtitle Translation of the title into English/Czech (as recorded in SIS) Terrorism and market risk assessment Type of the Thesis Master's thesis Author: Bc. Jean Lacroix Year 2015 Advisor of the thesis Mgr Magdalena Patakova Number of pages 77 Awards Specialization Economics (CFS) Abstract in Czech Abstract in English Terrorist attacks are one of the best examples of fast evolving institutional framework. In that context investors are impacted by a lot of pieces of information in a limited period of time. This disturbs the trading behavior and consequently the distribution of returns on the period following the attack (the information was not predicted and directly affects the investment choices). The present thesis focuses on the risk aspect of such disturbances. If terrorist attacks reshape the distribution of returns, it may modify the risk measures (multivariate and univariate). The particularity of the change in distribution implies that the observed translation into financial measures of risk will not be equal among all indicators. First a distinction exists between univariate...en_US
uk.file-availabilityV
uk.publication.placePrahacs_CZ
uk.grantorUniverzita Karlova, Fakulta sociálních věd, Institut ekonomických studiícs_CZ
dc.identifier.lisID990020109860106986


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