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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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