@misc{Rutkowska-Ziarko_Anna_Zmienność_2006,
 author={Rutkowska-Ziarko, Anna and Markowski, Lesław},
 year={2006},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2006; nr 1133, s. 446-452},
 publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
 language={pol},
 abstract={The research indicates efficient portfolios using semi-variance as a risk measure and Markowitz’s ones. Changeability of distribution of Markowitz’s portfolios returns and minimum Semi-variance portfolios were compared. The data used in the analysis refer to the period from 02.01.2000 to 30.12.2005. The selected, basic parameters of returns distribution were calculated. Generally the portfolios returns are non-normally distributed. The analysis of empirical results suggests that target semi-variance is a more appropriate measure of risk than variance.},
 title={Zmienność rozkładów stóp zwrotu portfeli Markowitza w porównaniu z portfelami o minimalnej semiwariancji},
 type={artykuł},
}