- Tytuł:
-
Miernik Omega jako wszechstronna miara efektywności inwestycji
Omega Meter As a Comprehensive Measure of Investment Efficiency - Autorzy:
- Pichura, Maciej
- Powiązania:
- https://bibliotekanauki.pl/articles/587472.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Efektywność inwestycji
Fundusze inwestycyjne
Inwestycje kapitałowe
Mierniki efektywności
Capital investments
Effectiveness indicators
Efficiency of investment
Investment funds - Opis:
- This paper presents the Omega meter - quite new tool to measure investment efficiency and risk. One of its major advantages is the independence from the assumptions made regarding the distribution of investment returns being analysed. It also allows for comparison of investment efficiency and riskiness of different assets. The article focuses on the essential characteristics of the meter and the presents methods for its point estimation. An empirical comparison with other risk adjusted measures of investment efficiency was made. The comparison was performed on investment funds of different categories. Omega meter in some cases allows to obtain more valuable information than the other regarded measures of investment efficiency. However, empirical research shows that efficiency measurement results are not much different when using Omega and Sortino ratio.
- Źródło:
-
Studia Ekonomiczne; 2013, 146; 89-99
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł