Title:

Application of diagram methods and hierarchical agglomerative procedures to assess the risk of investment funds on The Warsaw Stock Exchange

Group publication title:

Financial Sciences. Nauki o Finansach

Title in english:

Zastosowanie metod diagramowych i hierarchicznych procedur aglomeracyjnych w analizie ryzyka funduszy inwestycyjnych na GPW w Warszawie

Creator:

Homa, Magdalena ; Mościbrodzka, Monika

Subject and Keywords:

fundusze inwestycyjne ; diagram methods ; hierarchical agglomerative procedures ; investment funds ; metody diagramowe ; hierarchiczne proceduty aglomeracyjne

Description:

Nauki o Finansach = Financial Sciences, 2016, Nr 4 (29), s. 21-34

Abstrakt:

The issue of the article focuses on the need for the selection of investment funds of the Warsaw Stock Exchange with a certain similarity in terms of investment risk. For this purpose, the selected hierarchical agglomeration procedures and the diagrams methods that allowed creating a map of the funds, describing their diversity and diversity of the market, were applied. In addition, the compatibility of the obtained results were verified in terms of the measures of the investment risks designated by the fund managers

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2016

Resource Type:

artykuł

Format:

application/pdf

Resource Identifier:

doi:10.15611/nof.2016.4.02

Language:

eng

Relation:

Nauki o Finansach = Financial Sciences, 2016, Nr 4 (29)

Rights:

Pewne prawa zastrzeżone na rzecz Autorów i Wydawcy

Access Rights:

Dla wszystkich zgodnie z licencją

License:

CC BY-NC-ND 3.0 PL

Location:

Uniwersytet Ekonomiczny we Wrocławiu