Search results for: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY - Bridge of Knowledge

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Search results for: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY

Best results in : Research Potential Pokaż wszystkie wyniki (109)

Search results for: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY

  • Katedra Analizy Ekonomicznej i Finansów

    Research Potential

    * analizy finansowej przedsiębiorstwa, * prognozowania upadłości przedsiębiorstwa, * bankowości, * zarządzania finansami przedsiębiorstw, * zarządzania finansami publicznymi, * zarządzania finansami gospodarstw domowych, * inwestycji alternatywnych, * funkcjonowania rynków finansowych w tym w warunkach kryzysu.

  • Katedra Zarządzania

    Research Potential

    * zarządzanie wiedzą i informacją * zarządzanie strategiczne w wyższych uczelniach * wykorzystywanie metod nieparametrycznych do pomiaru efektywności systemów szkolnictwa wyższego * modele biznesowe w zarządzaniu organizacjami * zarządzanie procesem innowacyjnym w MŚP * strategia i modele biznesu współczesnego przedsiębiorstwa * społeczeństwo informacyjne i jego wskaźniki rozwoju * zarządzanie morskimi portami jachtowymi 2 gospodarce...

  • Zespół Katedry Nauk Ekonomicznych

    Research Potential

    Katedra posiada wieloletnią tradycję i bogaty dorobek naukowy, m. in. w zakresie badań dotyczących sektora małych i średnich przedsiębiorstw, wzrostu gospodarczego, dobrobytu i ubóstwa, zastosowania metod deterministycznych, ekonometrycznych i statystycznych w badaniach makro- i mikroekonomicznych.

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Search results for: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY

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Search results for: PORTFOLIO THEORY, POLISH CAPITAL MARKET, ESTIMATION WINDOW, MINIMAL RISK, MAXIMUM EFFICIENCY

  • Markowitz’s portfolio theory – optimal length of estimation window for gold and the biggests companies on the Warsaw Stock Exchange

    Publication

    - PRACE NAUKOWE UNIWERSYTETU EKONOMICZNEGO WE WROCŁAWIU - Year 2019

    The following article is dedicated to the construction of an investment portfolio consisting of 3 investments from the Polish capital market found in the WIG20 index and from investment in gold. The purpose of the study was to determine the optimal length of the estimation window for building a portfolio with minimal risk and maximum efficiency. The length of the estimation window was also assessed in terms of the rate of return...

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  • Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets

    Publication

    - European Research Studies Journal - Year 2020

    Purpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...

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  • Aleksandra Parteka dr hab. inż.

    People

    Katedra Ekonomii

    About me: I am an associate professor and head of doctoral studies at the Faculty of Management and Economics, Gdansk University of Technology (GdanskTech, Poland).  I got my MSc degree in Economics from Gdansk University of Technology (2003) and Universita’ Politecnica delle Marche (2005), as well as MA degree in Contemporary European Studies from Sussex University (2006, with distinction).  I received my PhD in Economics...

  • ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY

    Publication

    - Acta Scientiarum Polonorum. Oeconomia - Year 2019

    The purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional invest-ments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared...

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  • Anna Rzeczycka dr hab.

    People

    Anna Rzeczycka is the deputy head of the Department of Finance at the Faculty of Economics and Management of the Gdańsk University of Technology. Publications are situated in the field of social sciences in the discipline of economics and finance. They include books, monographs, articles, publications and scientific editions of monographs and scientific journals. In terms of numbers, it includes the following items: 12 monographs...