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Advanced Search Results For "Pruchnicka-Grabias, Izabela"

1 - 10 of 30 results for
 "Pruchnicka-Grabias, Izabela"
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Interdependence between WTI Crude Oil Prices and the US Equity Market

Publication Type:Academic Journal

Source(s):International Journal of Energy Economics and Policy, Vol 12, Iss 2 (2022)

Abstract:The author checks the cointegration between WTI oil market and the US market of stocks represented by the S&P index. As it turns out not to exist, short-term relations are investigated. The study confirms that crude oil market significantly influences ...

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The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach

Publication Type:Academic Journal

Source(s):International Journal of Energy Economics and Policy, Vol 11, Iss 4, Pp 276-282 (2021)

Abstract:There is an ongoing scientific debate on how gold and crude oil affect each other prices. It is of high importance as both of them are strategic assets. The aim of the study is to check whether prices of these two assets influence each other. If so, if...

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Equity Portfolio Optimization With Gold

Publication Type:Academic Journal

Source(s):Problemy Zarządzania, Vol 18, Iss 4(90), Pp 62-77 (2021)

Abstract:Purpose: The aim of the paper is to check if gold helps improve stock portfolio characteristics understood in the sense of the Markowitz model. If so, what are optimal shares of stocks and gold to minimize variance? Design/methodology/approach: The ...

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Silver in Equity Portfolio Risk Optimization: Polish Investor Perspective.

Publication Type:Academic Journal

Source(s):European Research Studies; 2021, Vol. 24 Issue 3, p716-728, 13p

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ANALIZA STÓP ZWROTU Z FUNDUSZY HEDGINGOWYCH ZA POMOCĄ MIAR EFEKTYWNOŚCI OPARTYCH NA DOLNYCH MOMENTACH CZĄSTKOWYCH.

Publication Type:Academic Journal

Source(s):Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu. 2018, Issue 531, p390-403. 14p.

Abstract:W literaturze przedmiotu oraz w praktyce gospodarczej widać powszechne zastosowanie wskaźnika Sharpe'a do pomiaru wyników inwestycyjnych funduszy hedgingowych. Tymczasem opiera się on na odchyleniu standardowym będącym miarą ryzyka wymagającą wprowadze...

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Option's value - Greek measures fluctuations and their consequences

Publication Type:Academic Journal

Source(s):Ekonomski Vjesnik, Vol XVII, Iss 1-2, Pp 101-109 (2004)

Abstract:Options are financial instruments that can be applied in many situations. Options buyers sell risk which is bought by their sellers who are obliged to reduce it as much as possible. It can be done by using hedging strategies based on Greek letters and ...

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Equity Portfolio Optimization With Gold.

Publication Type:Academic Journal

Source(s):Problemy Zarzadzania; 2020, Vol. 18 Issue 4, p62-77, 16p

Abstract:Copyright of Problemy Zarzadzania is the property of Problemy Zarzadzania and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, downlo...

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Maximum Drawdown Measures in Hedge Fund Efficiency Appraisal.

Publication Type:Academic Journal

Source(s):Financial Internet Quarterly 'e-Finanse'; 2016, Vol. 12 Issue 4, p83-91, 9p

Abstract:Copyright of Financial Internet Quarterly 'e-Finanse' is the property of University of Information Technology & Management (UITM) and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's expr...

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RISK UNDERESTIMATION AS A CONSEQUENCE OF ASSUMPTIONS MADE IN VALUATION MODELS.

Publication Type:Academic Journal

Source(s):Interdisciplinary Management Research; 2013, Vol. 9, p513-526, 14p

Abstract:Copyright of Interdisciplinary Management Research is the property of Ekonomski Fakultet u Osijeku and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However...

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RISKS CONCERNED WITH CREDIT DEFAULT SWAPS APPLICATION.

Publication Type:Academic Journal

Source(s):Interdisciplinary Management Research; 2012, Vol. 8, p613-632, 20p

Abstract:Copyright of Interdisciplinary Management Research is the property of Ekonomski Fakultet u Osijeku and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However...

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