Portfolio risk management in investment activity of banking sector

• Autorzy: Parlinska M. , Panchenko M.
• Języki publikacji: EN
• Wydawca: -
• Czasopismo: Zeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie. Polityki Europejskie, Finanse i Marketing
• Rocznik: 2014
• Numer: 11[60]
• Opis fizyczny: p.170-184,fig.,ref.

Twórcy

autor

Parlinska M.

• Department of Economics, Warsaw University of Life Sciences - SGGW, Nowoursynowska 166, 02-787 Warsaw, Poland

autor

Panchenko M.

• Department of Economics, Warsaw University of Life Sciences - SGGW, Nowoursynowska 166, 02-787 Warsaw, Poland

Bibliografia

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• 15. Menger, C., (1871): Grundsaetze der volkswirthschaftslehre, Vienna: Braumnalter. Translated as Principles of Economics, by J. Dingwall and B.F. Hoselitz, Glencoe, Ill.: Free Press, 1951. Reprinted in 1976 and 1981, New York University Press: New York.
• 16. Panchenko M. Investment management in banks; Master Thesis preapered under supervision dr hab Maria Parlinska, prof.nadzw.SGGW, 2011
• 17. Richard C.Grinold,Ronald N.Kahn. Active portfolio management:a Quantative approach for providing superior returns and controlling risk. McGraw-Hill.USA:2000, p.596, P.41-46
• 18. Savage, L.J., (1954): The Foundations of Statistics, Wiley: New York.P.35
• 19. Stefanini F. Investment strategies of hedge funds.-Wiley:2006, p315
• 20. Stuart A McCrary. Mastering Corporate Finance Essentials. John Wiley and Sons, Inc., New Jersey,2010.-p174, P.50,49,174
• 21. http://aswathdamodaran.blogspot.com/2011/02/equity-risk-premiums-2011-edition.html
• 22. www.db.com

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