SPATIAL GRAPHIC INTERPRETATION OF THE FOSTER-HART FORMULA

• Authors: Halicki Marcin , Kwater Tadeusz
• Languages of publication: EN

Abstracts

EN

This article deals with the problem of spatial interpretation of graphical Foster-Hart formulas. The proposed approach allows the assessment of investments with specific expected payouts. This approach may also be, in a certain sense, considered as generalization in relation to the evaluation, as the author has shown how to interpret certain investment cases. It is also important that in a similar way, one can also evaluate all portfolios, which consist not only of financial instruments, but also other investment assets. The paper presents the idea of the Foster-Hart measurement on the basis of the analysis of a hypothetical action, and all simulation tests were carried out in MATLAB programming environment.

Keywords

EN

measure of riskiness; investment, risk; portfolio management; financial model

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2017
• Volume: 18
• Issue: 1
• Pages: 38-47

Contributors

author

Halicki Marcin

• Faculty of Biology and Agriculture, University of Rzeszow, Poland

author

Kwater Tadeusz

• Faculty of Mathematics and Natural Sciences, University of Rzeszow, Poland

References

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