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    Wyświetlanie 1-11 z 11
    Tytuł:
    Methodology of parametrization of systematic risk in enterprises not listed on the capital market
    Autorzy:
    Michalak, Aneta
    Powiązania:
    https://bibliotekanauki.pl/articles/1879775.pdf
    Data publikacji:
    2020
    Wydawca:
    Politechnika Śląska. Wydawnictwo Politechniki Śląskiej
    Tematy:
    systematic risk
    market risk
    beta factor
    ryzyko systematyczne
    ryzyko rynkowe
    współczynnik beta
    Opis:
    Purpose: The article deals with the problem of parametrization of systematic risk. The aim of the paper is to review possible solutions in this respect. Design/methodology/approach: The article is a theoretical and cognitive study. The research was based on the systematic review method. Findings: The proposed solutions may streamline the process of parametrization of systematic risk. Moreover, they make it possible to estimate this risk in conditions in which this calculation was not possible or did not produce rational results. Practical implications: The practical implications of the conducted research are associated with the possibility of their application for the needs of management decisions in enterprises. Originality/value Traditional and alternative methods of systematic risk assessment were analysed. At the same time, the possibilities and limitations connected with them have been indicated.
    Źródło:
    Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska; 2020, 144; 339-348
    1641-3466
    Pojawia się w:
    Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Zastosowanie uogólnionego współczynnika Giniego do pomiaru ryzyka spółek wchodzących w skład indeksu WIG20
    Risk Measurement of the WIG20 Companies Using the Extended Gini Coefficient
    Autorzy:
    Majewska, Elżbieta
    Jankowski, Robert
    Powiązania:
    https://bibliotekanauki.pl/articles/589683.pdf
    Data publikacji:
    2013
    Wydawca:
    Uniwersytet Ekonomiczny w Katowicach
    Tematy:
    Akcje
    Ryzyko inwestycyjne
    Spółki
    Współczynnik Beta
    Współczynnik Giniego
    Beta factor
    Companies
    Gini coefficient
    Investment risk
    Shares
    Opis:
    This paper presents the basic properties of the extended Gini coefficient as a risk measure. We define the measure of systematic risk (beta coefficient) and the correlation between securities based on the extended Gini coefficient. The presented issues we illustrate with empirical research conducted on the basis of selected shares quoted on the Warsaw Stock Exchange.
    Źródło:
    Studia Ekonomiczne; 2013, 163; 59-71
    2083-8611
    Pojawia się w:
    Studia Ekonomiczne
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Badanie stabilności współczynnika beta akcji indeksu WIG20
    Beta Coefficient of WIG20s Shares Stability Examination
    Autorzy:
    Letkowski, Dariusz
    Powiązania:
    https://bibliotekanauki.pl/articles/586616.pdf
    Data publikacji:
    2013
    Wydawca:
    Uniwersytet Ekonomiczny w Katowicach
    Tematy:
    Indeks giełdowy
    Portfel inwestycyjny
    Warszawski Indeks Giełdowy (WIG)
    Współczynnik Beta
    Beta factor
    Investment portfolio
    Stock market indexes
    Warsaw Stock Exchange Index
    Opis:
    The aim of the article is to examine beta coefficient of WIG20's shares stability. Beta coefficient provides systematic risk measurement, so it's stability is a key factor for effective portfolio management based on beta coefficient. Research reveals beta coefficients high volatility throughout test period of 2001-2012, in particular under financial crisis conditions. Proposed beta coefficient stability ranking reflects combined results of different stability measures: standard deviation, coefficient of variation and mean absolute deviation. Stability ranking is a simple approach to gain some level of statistical objectivity. However, in general beta coefficients of WIG20's shares are highly volatile, what can affect investment portfolio risk and return management.
    Źródło:
    Studia Ekonomiczne; 2013, 174; 75-87
    2083-8611
    Pojawia się w:
    Studia Ekonomiczne
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    WPŁYW INTERWAŁU CZASOWEGO STÓP ZWROTU WYKORZYSTYWANYCH W WYZNACZANIU PARAMETRÓW MODELU SHARPE’A NA WIELKOŚĆ BŁĘDU PROGNOZ OTRZYMANYCH ZA POMOCĄ MODELU
    The Influence of the Time Interval of Return Rates Used in Determining the Parameters of the Sharpe Model on the Magnitude of Error Predictions Obtained Using the Model
    Autorzy:
    Podgórski, Krzysztof
    Powiązania:
    https://bibliotekanauki.pl/articles/439726.pdf
    Data publikacji:
    2019
    Wydawca:
    Akademia Finansów i Biznesu Vistula
    Tematy:
    model Sharpe’a
    współczynnik beta
    inwestycje
    akcje
    interwał czasowy stopy zwrotu
    Sharpe model
    beta factor
    investments
    shares
    time interval of return
    Opis:
    Kluczowe zagadnienie dotyczące modelu Sharpe’a, który jest wykorzystywany zarówno przez praktyków, jak i teoretyków tworzących portfele inwestycyjne, stanowi dobór interwału czasowego stóp zwrotu służących do wyznaczania jego parametrów. Prezentowany artykuł ma charakter badawczy, a jego celem jest określenie, w jaki sposób zmienia się średni błąd prognozy stopy zwrotu oszacowanej za pomocą modelu Sharpe’a w zależności od interwału czasowego stóp zwrotu przyjętych do prognozy. Aby zrealizować cel badawczy wykorzystano metody ilościowe. Badanie przeprowadzono na podstawie danych z lat 2010-2014 dotyczących stóp zwrotu z akcji dziesięciu spółek giełdowych wchodzących w skład indeksu WIG. Prognozy stóp zwrotu z poszczególnych spółek wyznaczono za pomocą uzyskanych modeli Sharpe’a na podstawie rzeczywistych stóp zwrotu z indeksu WIG z lat 2015-2017. Do badania przyjęto pięć interwałów czasowych stóp zwrotu: dzienny, tygodniowy, miesięczny, kwartalny oraz roczny. Wyniki badań pozwoliły na wyciągnięcie dwóch zasadniczych wniosków: (1) Średni błąd prognozy przyszłej stopy zwrotu dla losowo wybranej spółki wchodzącej w skład indeksu WIG obliczony na podstawie modelu Sharpe’a maleje wraz ze spadkiem długości interwału przyjętego do badania; (2) Średnia wartość współczynnika determinacji dla wyznaczonych modeli Sharpe’a rośnie wraz z wydłużaniem się interwału czasowego przyjętego do analizy, co wskazuje na lepsze dopasowanie modeli uzyskanych dla stóp zwrotu z dłuższych czasookresów.
    The key issue regarding the Sharpe model, which is used by both practitioners and theoreticians making investment portfolios, is the selection of the time interval of return rates used to determine its parameters. The presented article is of research nature and its aim is to determine how the average error of the rate of return forecast estimated using the Sharpe model changes depending on the time interval of the return rates adopted for the forecast. To realize the research goal, quantitative methods were used. The survey was based on data from the years 2010-2014 regarding the return rates on shares of ten listed companies included in the WIG index. Forecasts of return rates from individual companies were determined using the Shape models obtained on the basis of the actual rates of return from the WIG index from 2015-2017. Five intervals of temporary return rates were adopted for the study: daily, weekly, monthly, quarterly and annual. The results of the research allowed to draw two basic conclusions. (1) The average forecast error of the future rate of return for a randomly selected company included in the WIG index calculated on the basis of the Sharpe model decreases with the decrease in the length of the interval accepted for the study. (2) The average value of the determination coefficient for the designated Sharpe models increases with the extension of the time interval adopted for the analysis, which indicates a better adjustment of the models obtained for rates of return from longer time periods.
    Źródło:
    Kwartalnik Naukowy Uczelni Vistula; 2019, 4(62); 5-16
    2084-4689
    Pojawia się w:
    Kwartalnik Naukowy Uczelni Vistula
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Differential expression of epidermal growth factor and transforming growth factor beta isoforms in dog endometrium during different periods of the estrus cycle
    Autorzy:
    Bukowska, D.
    Kempisty, B.
    Jackowska, M.
    Wozna, M.
    Antosik, P.
    Piotrowska, H.
    Jaskowski, J.M.
    Powiązania:
    https://bibliotekanauki.pl/articles/30107.pdf
    Data publikacji:
    2011
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    expression
    epidermal growth factor
    transforming growth factor-beta
    isoform
    dog
    endometrium
    different period
    oestrous cycle
    Opis:
    Both epidermal growth factor (EGF) and transforming growth factor (TGF) play an important physiological role in the processes of proliferation and differentiation of several different cell types. However, the expression profiles of these factors in domestic bitches endometrium are still poorly recognized. The aim of the present study was to identify and analyze the differential expression of these factors in various stages of the estrus cycle. Endometrial tissue from proestrus (n=17), estrus (n=10), day 10 diestrus (n=15), day 35 diestrus (n=18) and anestrus (n=25) was collected soon after ovariohysterectomy. Total RNA was isolated from the endometrium by means of Chomczyński and Sacchi method, treated by DNase I, and reverse- transcribed into cDNA. Quantitative analysis of EGF, TGFβ1, TGFβ2, and TGFβ3 cDNA was performed by real-time quantitative polymerase chain reaction (RT-PCR). EGF expression in canine endometrium was increased in the estrus stage as compared to proestrus (P<0.05), day 10 diestrus (P<0.05), day 35 diestrus (P<0.01) and anestrus (P<0.001). We also found the differences in EGF expression between day 10 and day 35 of estrus as well as between day 35 of estrus with anestrus (P<0.05, P<0.01, respectively). The TGFf1 transcript contents were also higher in estrus as compared to other stages (P<0.01). The TGFβ2 and TGFβ3 in the estrus stage was increased compared to proestrus, day 10 diestrus, day 35 diestrus and anestrus (P<0.05). We proved that expression of EGF and TGFβ transcript isoforms is related to the phase of estrus in bitches and therefore may be regulated by specific hormone concentrations during these periods. Our results confirm the hypothesis that these growth factors play a role in the regulation of biochemical changes in the endometrial tissues during the estrus cycle.
    Źródło:
    Polish Journal of Veterinary Sciences; 2011, 14, 2
    1505-1773
    Pojawia się w:
    Polish Journal of Veterinary Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Transcriptional pattern of TGF-beta1 inhibitory effect on mouse C2C12 myoblasts differentiation
    Autorzy:
    Wicik, Z.
    Sadkowski, T.
    Jank, M.
    Motyl, T.
    Powiązania:
    https://bibliotekanauki.pl/articles/30377.pdf
    Data publikacji:
    2010
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    transforming growth factor-beta 1
    myogenesis
    microarray
    DNA microarray
    differentiation
    myoblast
    mouse
    mice
    muscle cell
    myosin heavy chain
    Opis:
    The aim of the present study was to define the effect of TGF-β1 on C2C12 myoblasts myogenesis. TGF-β1 together with its receptor is a negative auto-paracrine regulator of myogenesis, which influences the proliferation, differentiation, and functions of muscle cells. TGF-β1 exerts highly significant inhibitory effect on differentiation of C2C12 mouse myoblasts manifested by the impairment of cell fusion and very low expression of myosin heavy chain. The study of differentiating C2C12 mouse myoblasts treated with TGF-β1 revealed 502 genes (436 down-regulated and 66 up-regulated) with statistically different expression. TGF-β1-regulated genes were identified to be involved in 29 biological processes, 29 molecular functions groups and 59 pathways. The strongest inhibiting effect of TGF-β1 was observed in the cadherin and Wnt pathways. The key-genes that could play the role of TGF-β1 targets during myoblasts differentiation was identified such as: Max, Creb1, Ccna2, Bax, MdfI, Tef, Tubg1, Cxcl5, Rho, Calca and Lgals4.
    Źródło:
    Polish Journal of Veterinary Sciences; 2010, 13, 4
    1505-1773
    Pojawia się w:
    Polish Journal of Veterinary Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Local effect of progesterone infusion into ovarian artery on activin A and inhibin alpha-subunit secretion during the middle luteal phase in gilts
    Autorzy:
    Wasowska, B
    Stefanczyk-Krzymowska, S.
    Powiązania:
    https://bibliotekanauki.pl/articles/30684.pdf
    Data publikacji:
    2010
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    dimeric glycoprotein
    activin
    inhibin
    growth factor-beta
    progesterone infusion
    ovarian artery
    alpha-subunit
    secretion
    exogenous progesterone
    local feedback
    gilt
    middle luteal phase
    Opis:
    The present study was undertaken to elucidate whether an increased, but physiological, amount of progesterone (P4) supplied to the porcine corpus luteum affects luteal secretion of activin A and inhibin a-subunit (Inha) in freely moving gilts. On day 9 of the estrous cycle (EC), both ovarian arteries and both ovarian veins of gilts (n=5) were cannulated. Progesterone was infused into the right ovarian arteries in gilts on days 10, 11 and 12 of the EC at a rate adequate to its physiological retrograde transfer found during the middle luteal phase of the EC. The P4 infusion rate was 0.62 μg/min (day 10), 2x0.62 μg/min (day 11) and 3x0.62 μg/min (day 12). The left ovarian arteries were infused with saline (control). Blood samples were collected from both ovarian veins on days 10-12 of the EC before and after P4 or saline infusion. The mean plasma activin A level in the ovarian vein ipsilateral to the P4-infused ovary was higher (PcO.OOOl) on days 10-12 of the EC than this found in the contralateral ovarian vein. The level of activin A in the ovarian vein ipsilataral to the infusion of P4 was higher on days 11 (PcO.Ol) and 12 (P<0.0001) and tended to be higher (P<0.07) on day 10 of the EC than this in contralateral ovarian vein. The level of Inha in the ovarian vein ipsilateral to the P4-infused ovary on days 10-12 of the EC was not significantly different (P>0.05) than this found in the contralateral ovarian vein. The results of the present study indicate that a local elevation of P4 concentration in blood supplying the ovary during the middle luteal phase of the porcine EC affects ovarian secretion of activin A. The effect of P4 on the secretion of activin A suggested the existence of a short regulatory loop of a positive feedback between P4 being retrogradely transferred into the ovary and the secretion of this peptide.
    Źródło:
    Polish Journal of Veterinary Sciences; 2010, 13, 1; 97-104
    1505-1773
    Pojawia się w:
    Polish Journal of Veterinary Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The presence of CD25 on bovine WC1 plus gamma delta T cells is positively correlated with their production of IL-10 and TGF-beta, but not IFN-gamma
    Autorzy:
    Maslanka, T.
    Jaroszewski, J.J.
    Markiewicz, W.
    Ziolkowski, H.
    Barski, D.
    Powiązania:
    https://bibliotekanauki.pl/articles/32183.pdf
    Data publikacji:
    2012
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    cattle
    WC1 cell
    T cell
    T lymphocyte
    transforming growth factor-beta
    interleukin 10
    interferon-gamma
    CD25 antigen
    CD25 molecule
    Opis:
    WC1+ cells in cattle exhibit both regulatory and effector activities. However, it has not been elucidated whether they are so plastic that both activities co-exist in one cell or there are separate subpopulations of effector and regulatory cells. Since the production of IFN-γ and IL-10 seems to be related to WC1+ cells’ effector and regulatory function, respectively, the main aim of this study was to determine whether those cytokines are produced by separate subpopulations of WC1+, or are co-produced by the same cells. Due to increasingly frequent emphasised role of consumption of IL-2 in the mechanism of suppressor action of mouse CD25+CD4+ T regulatory cells, expression of the receptor’s α chain for interleukin 2 (CD25) on WC1+ lymphocytes has been evaluated. An average of 5.21% of WC1+ cells obtained from PBMCs of 12-month-old heifers show constitutive expression of the CD25 molecule, with CD25highWC1+ and CD25lowWC1+ cells accounting for 1.05% and 4.10% of WC1+ lymphocytes, respectively. For detection of intracellular cytokine production, PBMCs were stimulated with concanavalin A. Both IFN-γ- and IL-10-producing cells within the CD25-WC1+ and CD25+WC1+ subpopulations were mainly separate subpopulations. The average percentage of IFN-γ+IL-10-, IFN-γ-IL-10+ and IFN-γ+IL-10+ cells among CD25-WC1+ lymphocytes was 4.03%, 2.67% and 0.51%, respectively. A positive correlation was observed between the presence of the CD25 molecule on WC1+ lymphocytes and production of IL-10 and TGF-β, because the average percentage of IFN-γ-IL-10+ and IFN-γ+IL-10+ among CD25+WC1+ lymphocytes was 3 and 4.5 times higher as compared to the corresponding cells in the CD25-WC1+ subpopulation, whereas the percentage of IFN-γ+IL-10- cells in both the subpopulations was not significantly different. The percentage of TGF-β+ cells within the CD25+WC1+ subpopulation was 2.72 times as high as that of CD25-WC1+ lymphocytes. Therefore, with respect to the production of IFN-γ, IL-10 and TGF-β, CD25+WC1+ lymphocytes turn out to have a more suppressor profile than CD25-WC1+.
    Źródło:
    Polish Journal of Veterinary Sciences; 2012, 15, 1
    1505-1773
    Pojawia się w:
    Polish Journal of Veterinary Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Influence of selected abiotic factors on the decomposition of chlorophylls
    Autorzy:
    Kowalewska, G.
    Szymczak, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/48301.pdf
    Data publikacji:
    2001
    Wydawca:
    Polska Akademia Nauk. Instytut Oceanologii PAN
    Tematy:
    chlorophyll
    temperature
    abiotic factor
    blue-green alga
    Anabaena variabilis
    beta-carotene
    decomposition
    Opis:
    The paper presents the results of experiments to determine the influence of selected physico-chemical factors – oxygen, visible light and temperature – on the decomposition of (1) chlorophylls a, b and c, chlorophyll a derivatives and β-carotene in acetone solution, and (2) chlorophyll a and β-carotene in axenic cultures of the blue-green algae Anabaena variabilis. The results indicate that both in acetone extracts and in blue-green algae cultures these pigments were most sensitive to light and oxygen; temperatures of up to 25◦C had no marked influence on these compounds. Under anoxia in acetone solution, the stability towards light decreased in the order chlorophyll a, chlorophyll b, chlorophylls c. Chlorophyll a, moreover, was less stable than its derivatives – phaeophorbides, phaeophytins, pyrophaeophytins and steryl chlorins – but more stable than β-carotene, in the last case also in the blue-green algae cultures. Decomposition of all the pigments proceeded mainly via the breakdown of the porphyrin macrocycle, since the decomposition products were not detected in the VIS range. On the basis of these experiments one can state that while light and oxygen may have a decisive direct influence on the distribution of chlorophylls and β-carotene in sediments, in the natural environment, temperatures of up to 25◦ C may have very little immediate effect.
    Źródło:
    Oceanologia; 2001, 43, 3; 315-328
    0078-3234
    Pojawia się w:
    Oceanologia
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Histopathologic and immunohistochemical lesions in liver of mink infected with Aleutian disease virus
    Autorzy:
    Valdovska, A.
    Pilmane, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/30104.pdf
    Data publikacji:
    2011
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    Aleutian disease
    Aleutian mink disease parvovirus
    animal infection
    beta-defensin-2
    histopathology
    immunohistochemistry
    liver
    liver parenchyma
    mink
    nerve growth factor receptor
    metalloproteinase
    Opis:
    Parvovirus of Aleutian disease causes mainly damage to kidneys, but immune complexes deposition and damage may occur also in other organs. In mink farms of Latvia the liver dystrophy or hepatic lipidosis of mink is widely distributed. The goal of this study was to examine probability of liver damage and regeneration of mink infected with Aleutian disease virus. Liver injury was assessed histologically. The mink liver demonstrated inflammation of liver parenchyma and foci of fatty liver. In immunohistochemistry, during liver regeneration the matrix metalloproteinases MMP-9, vascular endothelial growth factor and β-defensin 2 expressions were lower, but MMP-2 and nerve growth factor receptor p75 expression was increased.
    Źródło:
    Polish Journal of Veterinary Sciences; 2011, 14, 1
    1505-1773
    Pojawia się w:
    Polish Journal of Veterinary Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The demographic and labor market conditions of rural municipalities in the Kujawsko-Pomorskie voivodeship
    Autorzy:
    Jankiewicz, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/44297.pdf
    Data publikacji:
    2018
    Wydawca:
    Uniwersytet Przyrodniczy w Poznaniu. Wydawnictwo Uczelniane
    Tematy:
    demographic factor
    demographic situation
    labour market
    market condition
    rural municipality
    rural area
    development strategy
    spatial taxonomic measurement
    beta-convergence
    economy
    Kujawsko-Pomorskie voivodship
    Źródło:
    Journal of Agribusiness and Rural Development; 2018, 48, 2
    1899-5241
    Pojawia się w:
    Journal of Agribusiness and Rural Development
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-11 z 11

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