- Tytuł:
- SPATIAL GRAPHIC INTERPRETATION OF THE FOSTER-HART FORMULA
- Autorzy:
-
Halicki, Marcin
Kwater, Tadeusz - Powiązania:
- https://bibliotekanauki.pl/articles/453349.pdf
- Data publikacji:
- 2017
- Wydawca:
- Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
- Tematy:
-
measure of riskiness
investment, risk
portfolio management
financial model - Opis:
- This article deals with the problem of spatial interpretation of graphical Foster-Hart formulas. The proposed approach allows the assessment of investments with specific expected payouts. This approach may also be, in a certain sense, considered as generalization in relation to the evaluation, as the author has shown how to interpret certain investment cases. It is also important that in a similar way, one can also evaluate all portfolios, which consist not only of financial instruments, but also other investment assets. The paper presents the idea of the Foster-Hart measurement on the basis of the analysis of a hypothetical action, and all simulation tests were carried out in MATLAB programming environment.
- Źródło:
-
Metody Ilościowe w Badaniach Ekonomicznych; 2017, 18, 1; 38-47
2082-792X - Pojawia się w:
- Metody Ilościowe w Badaniach Ekonomicznych
- Dostawca treści:
- Biblioteka Nauki
Artykuł