- Author
- Kuziak Katarzyna
- Title
- Wieloczynnikowe modele zachowania akcji
Multi-factor Stock's Behavior Models - Source
- Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Ekonometria (1), 1998, nr 765, s. 199-206, tab., bibliogr. 3 poz.
- Issue title
- Zastosowania metod ilościowych
- Keyword
- Pomiar wieloczynnikowy, Rynek akcji, Inżynieria finansowa
Conjoint analysis, Equity market, Financial engineering - Note
- summ.
- Abstract
- Przedmiotem niniejszej analizy będą liniowe modele wieloczynnikowe. (fragment tekstu)
This paper presents multi-factor models, that are based on return (or price) sensitivity conception. The return on any stock is related to the influences that affect its return. Three types of multi-factor models are analyzed:
- general multi-factor models,
- industry multi-factor models,
- fundamental multi-factor models.
Empirical results for multi-factor model are included. (original abstract) - Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Bibliography
-
- Elton E.J., Gruber M.J.: Modern Portfolio Theory and Investment Analysis. New York: Wiley 1991.
- Jajuga K., Jajuga T.: Inwestycje. Instrumenty finansowe, inżynieria finansowa. Warszawa: Wydawnictwo Naukowe PWN 1996.
- Sharp W.F., Alexander G.J., Bailey J.V.: Investments. New Jersey, Englewood Cliffs: Prentice Hall 1995.
- Cited by
- ISSN
- 0324-8445
1507-3866 - Language
- pol
