Intervalling Effect On Estimating The Beta Parameter For The Largest Companies On The WSE
In the modern portfolio theory investment risk plays a crucial role. It is the subject of numerous studies and publications, in particular in relation to the management of investment portfolios. Commonly used measure of investment management in equities is a beta parameter, which is used to estimate...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2014-12-01
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| Series: | Folia Oeconomica Stetinensia |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/foli-2015-0018 |