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1

IS THE GROWTH IN AUTOMOTIVES BENEFICIAL FOR SLOVAKIA? AN APPLIED CGE MODEL STUDY

100%
Miťková V.
Ekonomický časopis (Journal of Economics)
|
2009
|
vol. 57
|
issue 4
309-326
EN
A static computable general equilibrium model of an open economy applied to the economy of Slovak Republic is presented in this paper. The data base of the model is a social accounting matrix created and adapted for purposes of this model and based on 2004 data. A methodology of a social accounting matrix disaggregation as an optimization problem of goal programming is proposed. The model applies to the automotive sector and shows how to analyze the impacts of changes in policy making such as increase of export, increase of export price and drop in production.
2

A PERFORMANCE AND RISK ANALYSIS ON THE SLOVAK PRIVATE PENSION FUNDS MARKET

63%
Miťková V., Mlynarovič V.
Ekonomický časopis (Journal of Economics)
|
2007
|
vol. 55
|
issue 3
232-249
EN
This paper presents the results from two methodological approaches to the analysis of performance and risk of the private pension funds in the Slovak Republic. In the first approach, the problem is formulated as a multiple criteria decision model, and Promethee methodology is used for outranking the pension funds. The second approach uses modern portfolio theory to analyse the pension funds in a risk-return space, and presents the results of the analysis of the efficiency on the private pension funds market in the Slovak Republic. Modern portfolio theory is used to construct the efficient frontiers in the selected risk-return spaces, using mean-CVaR and mean-standard deviation. The Black-Litterman approach is used to overcome a problem of sensitivity to the small changes in inputs in mean-variance portfolio optimisation.
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