PL EN


2008 | 55 | 1 | 130-133
Article title

CALCULATION PORTFOLIO RISK BY SHARPE'S METHOD AND THEIR PREDICTION ON THE TREND MODEL

Authors
Title variants
Languages of publication
PL
Abstracts
EN
The paper shows that calculation of the portfolio risk by Sharpe's method is identical with their prediction basing on the trend model .
Year
Volume
55
Issue
1
Pages
130-133
Physical description
Document type
ARTICLE
Contributors
author
  • M. Kolupa, Wyzsza Szkola Spoleczno-Ekonomiczna, ul. Kasprzaka 29.31, 01-234 Warszawa, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
08PLAAAA04638898
YADDA identifier
bwmeta1.element.893fbd9f-ed24-3348-8161-1224f69fc44d
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