Wyniki wyszukiwania - Biblioteka Nauki

Nowa wersja platformy, zawierająca wyłącznie zasoby pełnotekstowe, jest już dostępna.
Przejdź na https://bibliotekanauki.pl

Ograniczanie wyników

1 Olsztyn Economic Journal

1 2010

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: ASYMMETRIC MEASURES OF RISK

Sortuj według:

Ogranicz wyniki do:

THE ANALYSIS OF A TOTAL AND SYSTEMATIC RISK IN THE CONTEXT OF A DOWNSIDE RISK BASED ON THE EXAMPLE OF CAPITAL INVESTMENTS AT WARSAW STOCK EXCHANGE

100%

Markowski L. , Rutkowska-Ziarko A.

Olsztyn Economic Journal

2010

tom 5

nr 1

28-38

Investments in large, medium and small companies listed at Warsaw Stock Exchange in the aspect of the downside risk were the major subject of the studies. For the analyzed companies, in addition to the variances and classic beta coefficients their downside equivalents, i.e. semivariances and semi-betas were determined. It was shown that companies of different size are characterized by the different levels of total and systematic risk. Additionally, semi-betas, being the measures of the downside systematic risk, are much stronger correlated with the profitability achieved than their classical equivalents.