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Issue 40/2016
The CEA states that the primary version is the paper one.
Anna Rutkowska-Ziarko, Kamila Sobieska
Ryzyko kwantylowe wybranych otwartych akcyjnych funduszy inwestycyjnych
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The quantile risk in selected open stock investment funds
Abstract
The subject of the article is the risk related to stock investment funds. In the research, the quantile measures of risk were used, in particular value at risk and conditional value at risk. The aim was to determine and compare the risk of selected stock investment funds. An additional objective was the evaluation of the influence of length of the investment period on the risk of analysed funds. The investment funds of small and medium-sized companies were deemed the riskiest ones. The quintile risk in all analysed investment funds grew with the length of the investment period.
Article: PDF
Table of contents of issue 40
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