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2014 | 15 | 1 | 153-158
Article title

IMPRECISE RETURN RATES ON THE WARSAW STOCK EXCHANGE

Content
Title variants
Languages of publication
EN
Abstracts
EN
The return rate in imprecision risk may be described as a fuzzy probabilistic set [Piasecki, 2011a]. On the other side, in [Piasecki, Tomasik 2013] is shown that the Normal Inverse Gaussiandistribution is the best matching probability distribution of logarithmic returns on Warsaw Stock Exchange. There will be presented the basic properties if imprecise return with the Normal Inverse Gaussian distribution of future value logarithm. The existence of distribution of expected return rate is discussed. All obtained results may be immediately applied for effectiveness analysis at risk of uncertainty and imprecision [Pi-asecki, 2011c]
Year
Volume
15
Issue
1
Pages
153-158
Physical description
Dates
published
2014
Contributors
  • Department of Operations Research, Poznań University of Economics
References
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  • Piasecki K. (2011b) Rozmyte zbiory probabilistyczne jako narzędzie finansów behawior-ralnych, Poznań.
  • Piasecki K. (2011c) Effectiveness of securities with fuzzy probabilistic return, Operations Research and Decisions 2/2011, 65-78.
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Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-f5bfb437-fcf1-4b77-aa14-c8882b4acada
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