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Jak obliczać ryzyko portfela realizowanego w warunkach krótkiej sprzedaży

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Kolupa M., Wyższa Szkoła Społeczno-Ekonomiczna w Warszawie
Acta Universitatis Lodziensis. Folia Oeconomica
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2007
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vol. 205
EN
In the work a way to calculate portfolio risk under short sale is presented. The risk is a scalar product of the Lagrange multipliers vector and the column of free items in the equation system of limiting conditions imposed on the elements of vector P. It is shown that it is possible to give it without the necessity of prior determining all factors of the mentioned product.
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Some remarks on unifying teaching programs of quantitative subjects taught at economic universities

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Kolupa M., Wyższa Szkoła Społeczno-Ekonomiczna w Warszawie, Kilka uwag na temat unifikacji programów nauczania przedmiotów ilościowych wykładanych w uczelniach ekonomicznych
Acta Universitatis Lodziensis. Folia Oeconomica
|
2007
|
vol. 205
EN
At the beginning of my considerations I will make an attempt to define what is meant by unification. Unification means unifying programs but n ever the contents of programs. I explain that in terms of an example of matrix definition. Each of quantitative subjects comprises both lectures and classes. I am not addressing the problem of dividing the number of hours into these which are meant for lectures and those which are devoted for classes. At this point I have the following suggestions.
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