Article 2018
Authors / editors: Grażyna Borys, Alicja Janusz
Published in: Ekonomiczne Problemy Usług
The article attempts at identifying basic premises, followed by presenting the regulatory and economic activities of the European Union aimed at stimulating the securitization of SME debt finance portfolios, predominantly in the post-crisis. The focus is on securitization instrum…
DOI: 10.18276/epu.2018.132-01 · ISSN: 1896-382X
Article 2018
Authors / editors: Adam Kopiński, Dariusz Porębski
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Abstract: Purpose – Application of the DEA method and strategic matrix in assessing the effectiveness of co-operative banks was taking into account the dynamics of profitability
Design/Methodology/approach – To accomplish the goal DEA method and strategy matrix was created with …
DOI: 10.18276/frfu.2018.92-07 · ISSN: 2450-7741
Article 2018
Authors / editors: Joanna Rachuba
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – The aim of this paper is a preliminary analysis of the loan portfolio quality in Polish banking sector during the period 2009-2016.
Design/Methodology/approach – This article presents the literature review on credit policy. Attention was paid to research papers in the…
DOI: 10.18276/frfu.2018.91-37 · ISSN: 2450-7741
Article 2017
Authors / editors: Mateusz Żukowski
Published in: Współczesne Finanse
Cel – przedstawienie pojęcia premii za ryzyko specyficzne oraz zaproponowanie skuteczniejszego (niż klasyczny) sposobu dobierania wag akcji w portfelu przy procesie dywersyfikacji.
Metodologia – bazuje na zastosowaniu dwóch metod doboru wag akcji w portfelu i oszacowaniu na ich …
DOI: 10.18276/wf.2017.1-07 · ISSN: 2544-199X
Article 2017
Authors / editors: Iwona Konarzewska
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose - The paper considers market risk of investments on stock exchange distinguishing different trade sectors. We have analyzed branch indexes behaviour: 11 defined as indexes of income and 28 defined as price indexes. The subjects of interest were also collinearity of rates …
DOI: 10.18276/frfu.2017.86-03 · ISSN: 2450-7741
Article 2017
Authors / editors: Adam Zaremba, Szymon Okoń
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – The aim of this paper is to investigate the long-term performance following stock splits on the Warsaw Stock Exchange.
Design/Methodology/approach – The study is based on stock splits conducted on the Warsaw Stock Exchange within years 1996-2015. We formed equal-weight…
DOI: 10.18276/frfu.2017.86-09 · ISSN: 2450-7741
Article 2017
Authors / editors: Renata Dudzińska-Baryła, Donata Kopańska-Bródka, Ewa Michalska
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – The distributions of rates of return observed in the investment practice are asymmetric, so the models which take into account only the mean and variance lack important features of portfolios. The aim of this paper is to analyse the degree of portfolio diversification, …
DOI: 10.18276/frfu.2017.86-15 · ISSN: 2450-7741
Article 2017
Authors / editors: Katarzyna Mamcarz
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – The goal of the article was to assess the role of gold as a component of three-component portfolios, i.e. gold combined with: the S&P500 + WILREIT index portfolio, the S&P500 + TR/J CRB index portfolio, and the WILREIT + TR/J CRB index portfolio.
Design/Methodology/ap…
DOI: 10.18276/frfu.2017.86-06 · ISSN: 2450-7741
Article 2016
Authors / editors: Marcin Halicki
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – This publication has the task of presenting the relationship between the efficient portfolios lying on the efficient frontier with a portfolio which is built using the Foster-Hart risk measure. The aim of the derivative work is to indicate the direction for further rese…
DOI: 10.18276/frfu.2016.4.82/2-09 · ISSN: 2450-7741
Article 2016
Authors / editors: Jacek Kardela
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – Presentation of the application possibilities of the Project Portfolio Management as a methodology for organization’s capital management including its usefulness in the production process management. Design/methodology/approach – Analysis of the subject literature and w…
DOI: 10.18276/frfu.2016.4.82/1-34 · ISSN: 2450-7741
Article 2016
Authors / editors: Marcin Portykus
Published in: Finanse, Rynki Finansowe, Ubezpieczenia
Purpose – Determining the optimal composition of the investment portfolio with minimal risk, including investment in the Polish bullion coins (White-tailed Eagle) and investment in the Polish stock market. Testing the passive nature of the investment in coins. Design/methodology/…
DOI: 10.18276/frfu.2016.79-44 · ISSN: 2450-7741
Article 2015
Authors / editors: Anna Tomova', Ivana Kirschnerova
Published in: Ekonomiczne Problemy Usług
The paper deals with the global nature of some players in airport ground handling industry. We provide a comprehensive overview of factors that cause fragmentation in the ground handling industry to explain the context in which global players develop their business internationall…
DOI: 10.18276/epu.2015.119-10 · ISSN: 1896-382X
Article 2015
Authors / editors: Artur Stefański
Published in: Ekonomiczne Problemy Usług
For decades family-owned companies have been a considerable economic force in most of the countries worldwide. Many companies of this type also take advantage of other sources of financing, especially bank credits. The main goal of the paper is to evaluate the quality of credit p…
ISSN: 1896-382X
Article 2015
Authors / editors: Sebastian Piotrowski
Published in: Współczesne Problemy Ekonomiczne
The article presents the capital asset pricing model with liquidity risk. Market risk and liquidity risk in the pricing model of capital goods were listed for the purpose of identification and assessment of significance. The impact of liquidity risk on the valuation of the assets…
DOI: 10.18276/wpe.2015.11-18 · ISSN: 2081-9579
Article 2015
Authors / editors: Marcin Jan Flotyński
Published in: Studia i Prace WNEiZ US
W artykule przedstawiono problem zastosowania odpowiedniej rynkowej stopy zwrotu w modelu CAPM. Wykonano badanie empiryczne na podstawie danych z Giełdy Papierów Wartościowych w Warszawie. Zakres czasowy obejmuje lata 2009–2013 po globalnym kryzysie finansowym. Przeprowadzono obl…
DOI: 10.18276/sip.2015.40/1-12 · ISSN: 2080-4881
Article 2015
Authors / editors: Dariusz Oczachowski
Published in: Marketing i Zarządzanie
The position of marketing and the opinion of it in an organization that utilizes it have changed in time. This is also caused by changes in the environment of an organization which influences the creation of new attitudes of customers- their often disloyal and demanding attitudes…
DOI: 10.18276/pzfm.2015.39-07 · ISSN: 1509-0507