Title:

Ocena ryzyka inwestowania w spółki giełdowe sektora bankowego z wykorzystaniem metod taksonomicznych

Group publication title:

Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu

Title in english:

An Assessment of the Risk of Investing in the Stock Market Companies of the Banking Sector with Apply of the Taxonomical Methods

Creator:

Mentel, Grzegorz ; Pisula, Tomasz ; Wierzbińska, Maria

Description:

Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Taksonomia (14); 2007; nr 1169, s. 462-471

Abstrakt:

Banks are financial institutions which operate in a specific risk conditions. One of the main problem is to find the answer to the question: How to determine the market risk of the investing in stock market companies of the banking sector? In this paper was made an attempt to assessment of the risk of investing in the stock market companies of the banking sector with use of two taxonomical procedures: TMAI (Taxonometrical Measure of Investment Attractivenes) and GDM (Generalized Distance Measure). Presented methods and obtained results are able to be helpful for the stock exchange investors when taking accurate and proper investment decisions to invest in financial instruments of stock market companies of the banking sector. All companies of the bank sector quoted on the Warsaw Stock Exchange were taken into consideration in the analysis. The analysis was made for the time period 2000-2006 year. The computer programs Statistica 7.1 and GDM for Windows 1.0 were used in the research.

Date:

2007

Resource Type:

artykuł

Language:

pol

Relation:

Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu; 2007; nr 1169 ; Taksonomia 14

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Coverage:

Projekt dofinansowany ze środków budżetu państwa, przyznanych przez Ministra Nauki w ramach Programu Społeczna odpowiedzialność nauki II. Tytuł projektu: Nauka dla Społeczeństwa: Prace Naukowe AEW w otwartym dostępie (2005-2008)