Intervalling Effect On Estimating The Beta Parameter For The Largest Companies On The WSE

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...

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Bibliographic Details
Main Authors: Dębski Wiesław, Feder-Sempach Ewa, Świderski Bartosz
Format: Article
Language:English
Published: Sciendo 2014-12-01
Series:Folia Oeconomica Stetinensia
Subjects:
beta parameter
intervalling effect
largest companies on warsaw stock exchange
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Online Access:https://doi.org/10.1515/foli-2015-0018

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