- Author
- Kuziak Katarzyna
- Title
- Rozwój modeli rynków kapitałowych
- Source
- Prace Naukowe Akademii Ekonomicznej we Wrocławiu, 1999, nr 813, s. 160-169, bibliogr. 27 poz.
- Issue title
- Inwestycje finansowe i ubezpieczenia w okresie transformacji polskiej gospodarki - tendencje światowe a rynek polski
- Keyword
- Rynek kapitałowy, Modelowanie procesów gospodarczych, Modele matematyczne
Capital market, Economic process modeling, Mathematical models - Abstract
- W pracy przedstawiono zarys historii rozwoju modeli rynków kapitałowych. Omówiono Model Markowitza i inne modele typu ryzyko-dochód a także modele równowagi rynków kapitałowych.
- 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
-
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- Black F., Scholes M. (1970): Capital Market Equilibrium and the Pricing of Corporate Liabilities. Financial Note No 16c. Massachusetts Institute of Technology.
- Brennan M.J. (1971): Capital Market Equilibrium with Divergent Borrowing and Lending Rates. "Journal of Financial and Quantitative Analysis" 6, 1197-1205.
- Brennan M.J. (1973): Taxes, Market Valuation and Corporate Finance Policy. National Tax Journal.
- Chen A.H., Kim E.H., Kon S.J. (1975): Cash Demand, Liquidation Costs and Capital Market Equilibrium Under Uncertainty. Journal of Financial Economics.
- Chen N. (1983): Some Empirical Tests of Arbitrage Pricing. "Journal of Finance" 38, 1393-414.
- Chen N., Roll R., Ross S.A.(1986): Economic Forces and the Stock Market. Testing the APT and Alternative Pricing Theories. "Journal of Business" 59, 383-403.
- Debreu G. (1959): The Theory of Value. New York: Wiley&Sons Inc.
- Fama (1970): Multiperiod Consumption-Investment Decisions. "The American Economic Revie", 60, 163-417.
- Fama (1971): Risk and Return and Equilibrium. "Journal of Political Economy" 79. 30-55.
- Hakansson N. (1971): Capital Growth and the Mean-Variance Approach to Porfolio Selection. "Journal of Financial and Quantitative Analysis" 6.
- Kelly J. (1956): A New Interpretation of Information Rate. Bell System Technical Journal.
- King В. (1966): Market and Industry Factors on Stock Market Behavior. Journal of Business.
- Latane H. (1959): Criteria for Choice Among Risky Ventures. Journal of Political Economy.
- Lintner J. (1965): The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets. Review of Economics and Statistics 47,13-37.
- Long J.B. Jr (1972): Consumption-Investment Decisions and Equilibrium in the Securities Markets. [w:] Jensen M.C.: Studies in the Theory of Capital Markets.
- Markowitz H.M. (1952): Portfolio Selection. "Journal of Finance" 7, 77-91.
- Mossin J. (1966): Equilibrium in a Capital Market. "Econometrica", 34, 768-83.
- Mossin J. (1968): Optimal Mutiperiod Portfolio Policies. "Journal of Business", 41.
- Ross S.A. (1976): The Arbitrage Theory of Capital Asset Pricing. "Journal of Economic Theory", 13, 341-60.
- Sharpe W.F. (1963): A Simplified Model for Portfolio Analysis. "Management Science" 19, 277-93.
- Sharpe W.F. (1964): Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk. "Journal of Finance" 19,425-42.
- Tobin J. (1958): Liquidity Preference as Behavior Towards Risk. "The Review of Economic Studies" 26, 65-86.
- Tobin J (1965): The Theory of Portfolio Selection. Londyn.
- Treynor J. (1961): Toward a Theory of Market Value of Risky Assets, praca niepublikowana.
- Treynor J. (1965): How to Rate Management of Investment Funds. "Harvard Business Review", January 63-75.
- Cited by
- ISSN
- 0324-8445
- Language
- pol
