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  1. 5 Przegląd Statystyczny

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  1. 5 Kolupa M.

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1

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

100%
Kolupa M.
Przegląd Statystyczny
|
2008
|
vol. 55
|
issue 1
130-133
EN
The paper shows that calculation of the portfolio risk by Sharpe's method is identical with their prediction basing on the trend model .
2

ON THE PREDICTION BASED ON THE LINEAR TREND MODEL

100%
Kolupa M.
Przegląd Statystyczny
|
2008
|
vol. 55
|
issue 3
5-9
EN
The paper is devoted to presentation that the prediction based on the linear trend model Y = alpha + beta X + e can be realized without information on the estimators of parameters alpha and beta, respectively, but with applying theorem of Kronecker-Copielli.
3

SOME REMARKS ABOUT THE PREDICTION ON INDEPENDENT ECONOMETRIC MODELS

100%
Kolupa M.
Przegląd Statystyczny
|
2007
|
vol. 54
|
issue 3
58-62
EN
The aim of the article is to present that the predictions based on the 'i'-the equation of reduced form is equal on 'i'-the revised equation
4

HOW TO FIND A SIGN OF 'i'-TH COMPONENT P1 OF VECTOR P CONSTRUCTION IN SHORT SELLING CONDITION

100%
Kolupa M.
Przegląd Statystyczny
|
2007
|
vol. 54
|
issue 1
34-42
EN
The author solves the title problem by applying the matrix calculus and the Lagrange multipliers method
5

SOME REMARKS ON HOW TO RESEARCH THE SIGN COMPONENTS OF VECTOR X SATISFYING THE SYSTEM EQUATION AX = b

100%
Kolupa M.
Przegląd Statystyczny
|
2008
|
vol. 55
|
issue 4
149-154
EN
The author continues and develops his earlier mathematical considerations concerning the econometric model
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