[HTML][HTML] Understanding risk of bubbles in cryptocurrencies

FA Enoksen, CJ Landsnes, K Lučivjanská… - Journal of Economic …, 2020 - Elsevier
As cryptocurrencies emerged only recently, they are subject to only very limited financial
regulations. In this paper we study which variables can predict bubbles in the prices of eight …

Are stocks riskier over the long run? Taking cues from economic theory

…, S Cederburg, K Lučivjanská - The Review of Financial …, 2018 - academic.oup.com
We study whether stocks are riskier or safer in the long run from the perspective of Bayesian
investors who employ the long-run risk, habit formation, or prospect theory models to form …

Google searches and stock market activity: Evidence from Norway

N Kim, K Lučivjanská, P Molnár, R Villa - Finance Research Letters, 2019 - Elsevier
We investigate whether Google searches can explain current and predict future abnormal
returns, trading volume, and volatility of the largest companies listed on the Oslo Stock …

Pension fund equity performance: Patience, activity or both?

TA Gonzalez, I van Lelyveld, K Lučivjanská - Journal of Banking & Finance, 2020 - Elsevier
We study how pension fund (out)performance is influenced by a) a pension fund’s activity, ie,
how much the pension fund deviates in its stock allocation from typical pension fund …

[HTML][HTML] Network intrusion detection with threat agent profiling

T Bajtoš, A Gajdoš, L Kleinová, K Lučivjanská… - Security and …, 2018 - hindawi.com
With the increase in usage of computer systems and computer networks, the problem of
intrusion detection in network security has become an important issue. In this paper, we discuss …

The Black-Litterman approach and views from predictive regressions: Theory and implementation

A Geyer, K Lucivjanská - Journal of Portfolio Management, 2016 - search.proquest.com
A major attraction of the Black-Litterman approach for portfolio optimization is the potential
for integrating subjective views on expected returns. In this article, the authors provide a new …

Optimal granularity for portfolio choice

N Branger, K Lučivjanská, A Weissensteiner - Journal of Empirical Finance, 2019 - Elsevier
Many optimization-based portfolio rules fail to beat the simple 1/N rule out-of-sample because
of parameter uncertainty. In this paper we suggest a grouping strategy in which we first …

Antioxidant activity of extracts and HPLC analysis of flavonoids from Capsella bursa-pastoris (L.) Medik

…, V Spačková, E Svajdlenka, K Lučivjanská - Ceska a Slovenska …, 2013 - europepmc.org
The flavonoid profile of Capsella bursa-pastoris (L.) Medik.(Brassicaceae) and the antioxidant
activity of its methanolic and aqueous extracts were studied. Glycosides of quercetin, …

Return adjusted charge ratios: What drives fees and costs of pension schemes?

K Lučivjanská, Š Lyócsa, M Radvanský… - Finance Research …, 2022 - Elsevier
We study the expensiveness of pension schemes across a set of developed and developing
countries. To calculate the difference between accumulated savings with and without fees …

[HTML][HTML] IP addresses in the context of digital evidence in the criminal and civil case law of the Slovak Republic

P Sokol, L Rózenfeldová, K Lučivjanská… - Forensic Science …, 2020 - Elsevier
Use of IP addresses by courts in their decisions is one of the issues with growing importance.
This applies especially at the time of the increased use of the internet as a mean to violate …