- Tytuł:
-
Zastosowanie prawie dominacji stochastycznych w preselekcji akcji
Almost Stochastic Dominance in Stocks Preselection - Autorzy:
-
Michalska, Ewa
Dudzińska-Baryła, Renata - Powiązania:
- https://bibliotekanauki.pl/articles/588672.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Dominacja stochastyczna
Modele stochastyczne
Portfel akcji
Portfel inwestycyjny
Equity portfolios
Investment portfolio
Stochastic dominance
Stochastic models - Opis:
- The stochastic dominance rules are a very popular tool in the support of decision making in various fields of economics and management. However the selection of the best alternative on the basis of stochastic dominance is sometimes impossible due to incomparability of alternatives. Some particular properties of almost second degree stochastic dominance (which stochastic dominance do not posses) allow to compare all elements of the set of random alternatives and to build a ranking of them. The aim of the article is to propose a stocks preselection method based on almost stochastic dominance. Our method allow to determine the set of the best stocks and thereby to reduce the number of stocks as a potential elements of a portfolio. Such reduction is very important nowadays because with every year more and more stocks are quoted on Stock Exchange in Warsaw.
- Źródło:
-
Studia Ekonomiczne; 2013, 162; 158-167
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł