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1

TEÓRIA KVANTIFIKÁCIE A BINÁRNE PREDIKÁTY

100%
Kosterec M.
Organon F. medzinárodný časopis pre analytickú filozofiu
|
2012
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vol. 19
|
issue 3
388 – 402
EN
The paper deals with a problem in formal theory of quantification. Firstly, by way of examples, the author introduces important parts of the theory. Using type analysis, he presents a problem which stems from inadequacy of a rule concerning semantic interpretation of sentences involving n-ary predicates and quantifiers. The author proposes four distinct principles for specific types of sentences. They are generalized into a general semantic rule, which is, finally, applied to particular examples.
2

NIEKOĽKO ÚVAH K URČOVANIU VÝŠKY NÁHRADY NEMAJETKOVEJ UJMY V PENIAZOCH

88%
Zlocha Ľ.
Právny obzor. Teoretický časopis pre otázky štátu a práva (Juridical Review. Theoretical journal for the questions of state and law)
|
2023
|
vol. 106
|
issue 4
321 – 332
EN
The article deals with the issue of determining the amount of compensation for non-pecuniary damage for unjustified interference in the immaterial sphere of the person. Determining the amount of compensation is problematic. The Slovak legislation provides almost no guidelines in this respect, and any limits or boundaries within which the court can move when awarding compensation. In practice, therefore, court case law and the established decision-making of the courts are of great importance, which have more or less developed a system of aspects that may influence the amount of compensation awarded. In the present article we try to provide an insight into the established case law and individual criteria, which we confront with the legal-theoretical interpretation.
3

ZAHRNUTIE VÁH A ICH NEISTOTY DO KVANTIFIKÁCIE V RÁMCI PYRAMIDÁLNEHO ROZKLADU FINANČNÉHO UKAZOVATEĽA

75%
Boďa M., Úradníček V.
Ekonomický časopis (Journal of Economics)
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2016
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vol. 64
|
issue 1
70 – 92
EN
The paper elaborates a methodology how to include weights of subjective significance into a pyramid decomposition of a financial indicator accounting for additive and multiplicative relationships possible amongst partial factors making up the decomposition. The proposed methodology also encompasses a Monte Carlo simulation based procedure for stochastic assessment of uncertainty associated with a particular choice of weights. The paper comments as to how this procedure may be applied in practice of financial corporate analysis and demonstrates its usability in a case study which considers a pyramid decomposition of the Economic Value Added financial indicator.
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