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Efektywność alternatywnych inwestycji kapitałowych na przykładzie polisy inwestycyjnej

100%
Hadaś-Dyduch M.
Studia Ekonomiczne
|
2014
|
vol. 178
13-23
EN
The effectiveness of alternative investments are presented in the article as an example constructed investment policy. Adopted for the valuation of investment policy was a form of group life insurance and endowment of the underlying WIG20 index investment policy predictions based on the model copyright.
2
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Efektywność inwestycji kapitałowych mierzona modelem opartym na analizie falkowej w niestabilnym otoczeniu gospodarczym

75%
Hadaś-Dyduch M.
Studia Ekonomiczne
|
2013
|
vol. 174
307-313
EN
This paper presents the effectiveness of investment in the context of alternative investments, i.e. investments that a positive result does not depend on continuous positive gains in the stock markets. Because alternative investments are a broad class of assets which could not be examined at the same time, therefore, to study selected only structured instruments. This article presents the valuation of structured products as investment efficiency. Estimation of investment was based on the author's integrative model of neural network and wavelet analysis.
3
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Miernik Omega jako wszechstronna miara efektywności inwestycji

63%
Pichura M.
Studia Ekonomiczne
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2013
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vol. 146
89-99
EN
This paper presents the Omega meter - quite new tool to measure investment efficiency and risk. One of its major advantages is the independence from the assumptions made regarding the distribution of investment returns being analysed. It also allows for comparison of investment efficiency and riskiness of different assets. The article focuses on the essential characteristics of the meter and the presents methods for its point estimation. An empirical comparison with other risk adjusted measures of investment efficiency was made. The comparison was performed on investment funds of different categories. Omega meter in some cases allows to obtain more valuable information than the other regarded measures of investment efficiency. However, empirical research shows that efficiency measurement results are not much different when using Omega and Sortino ratio.
4
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Metody wspierające decyzje inwestycyjne na rynku akcji w świetle teorii efektywności rynku i teorii behawioralnej

63%
Kowalke K.
Studia Ekonomiczne
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2013
|
vol. 155
441-449
EN
Allocation of capital on the stock market is a complicated process. For this reason, investors who make investment decisions, often use a various professional methods. Influence on choice of their have two theories, which are: the theory of market efficiency and behavioral theory. The aim of this article is to show the consequences which will cause the acceptance of any of the above theory, for the selection of tools support the allocation of capital.
5
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Produkty strukturyzowane - inwestycje dla naiwnego czy rozsądnego inwestora? analiza empiryczna

63%
Hadaś-Dyduch M.
Studia Ekonomiczne
|
2015
|
vol. 239
67-80
PL
Celem artykułu jest analiza wielowymiarowa w kontekście stóp zwrotu produktów inwestycyjnych (zwanych również produktami strukturyzowanymi lub instrumentami strukturyzowanymi). Analizę przeprowadzono na produktach strukturyzowanych w skali czasu, emitentów, indeksów bazowych, formy prawnej i okresu badawczego. W artykule przedstawiono konstrukcję i definicję produktów inwestycyjnych. Zwrócono szczególną uwagę na podstawowe statystyki szeregu prezentującego stopę zwrotu brutto i netto produktów w wybranym okresie. Dokonano szczegółowej, w pełni autorskiej analizy stóp zwrotu w kontekście wielowymiarowym. Obliczenia zawarte w artykule oparto na danych za okres 1.01.2000 r.-31.12.2013 r.
EN
The aim of the article is to analyze multidimensional in terms of rates of return of investment products (also referred to as structured products or instruments structured). The analysis was conducted in structured products on a scale of time, issuers, indices underlying the legal form and the period of the study. The article presents the design and definition of investment products. Special attention is paid to the basic statistics presenting a series of tax return and net realizable value during the given period of time. A detailed analysis of rate of return in the context of a multi-dimensional. The calculations contained in the article is based on data on the 01.01.2000-31.12.2013 year.
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Produkty strukturyzowane jako instrumenty ograniczające ryzyko inwestycji kapitałowych w okresie kryzysu na rynkach finansowych

63%
Rębilas R.
Studia Ekonomiczne
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2013
|
vol. 174
129-142
EN
Waves stock market declines, the volatility of exchange rates, bankruptcy and problems with liquidity of financial institutions which have been taking places around the world since 2008, triggered a crisis of confidence in financial markets. The situation was deteriorated by the crisis of public finances in some countries, resulting in public debt arising to meaningful rate. This public debt is dangerous from the viewpoint of time aspect and, consequently, from the perspective of preserving the solvency of the country. Possibilities of GDP growth and more specifically placed forecasts of economic slowdown, of the decline in exports and decrease in the level of domestic demand for consumer goods are not conducive to make the kind of investment decision, as well. On the other hand, the interest rate on domestic deposits of traditional banking market - frequently recognized as secure - it considered to be unsatisfactory for investors. This allows, thus, in the best situation, to cover the loss of capital value because of inflation. Under such circumstances the question: "What to invest in?" becomes crucial. The purpose of this article is to present the instruments offering the possibilities of locating the funds of invest surplus giving investors the prospects for achieving capital gains in excess of market rates of interest on deposits with a limited level of investment risk. This refers to the structured products which offer, more frequently, appears in the national financial market
7

Inwestycje kapitałowe segmentu technologii innowacyjnych na Giełdzie Papierów Wartościowych

51%
Markowski L., Wędrowska E.
Wiadomości Statystyczne. The Polish Statistician
|
2005
|
issue nr 1
25-35
XX
Celem artykułu jest porównanie, pod względem zyskowności i ryzyka, najmłodszego Segmentu Innowacyjnych Technologii (SiTech) z pozostałymi sektorami gospodarki. W opracowaniu wskazano specyficzne własności sektora teleinformatycznego. Szybki rozwój tego sektora wspierany jest w znacznej mierze przez inwestorów giełdowych. W artykule przedstawiono wyniki analizy inwestycji kapitałowych na podstawie modelu jednowskaźnikowego Sharpe'a ze szczególnym uwzględnieniem SiTech. Wykazano, na przykładzie spółek notowanych na Giełdzie warszawskiej, że SiTech, do którego zaliczane są spółki branży teleinformatycznej, wyróżnia się wśród pozostałych segmentów. W szczególności spółki SiTech, w porównaniu ze spółkami pozostałych segmentów, charakteryzują się: (I) największą wrażliwością na zmiany koniunktury giełdowej; (II) największym i wysoce zróżnicowanym wpływem WIG na poziom stóp zwrotu poszczególnych walorów; (III) największym ryzykiem całkowitym inwestycji portfelowych.
EN
The dynamic development of world telecommunication and computer science came together with period of alternatively constitutional in Poland. Her one need stepped out the commitments on development of telecommunicational activity large expenditures. The attractiveness of the telecom-IT sector caused the utilization to aims the private mainly. In conditions of violent development of informative technologies and telecommunicational and a huge investors' interests in companies of computer science, telecommunicational and mediumistic, companies of these trades were admitted to quotation in Warsaw Exchange. In article the youngest sector of Warsaw Exchange SiTech was compared to remaining segments under in relation to profitability and risk. The authors used as tools the quantitative methods the enabling the quantification of state of the telecom-IT sector in order to determine the specific properties of companies of the telecom-IT sector. (original abstract)
8
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Opcyjne strategie hedgingowe w zarządzaniu ryzykiem inwestycji kapitałowych

51%
Iwaszczuk N., Pusz R.
Studia Ekonomiczne
|
2013
|
vol. 174
143-159
EN
Investment trends in the domestic capital market will be examined in this article. Risks associated with capital investment of entities will be analyzed as well. Hedging strategies based on some exotic options will be proposed to reduce risk of capital investments. Impact of sensitivity coefficients on option price will be analyzed to indicate options with best performance.
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