PLMET:

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Title:

Bonus for investing in the company involving risk during crisis

Subject and Keywords:

investment risk   equity funds   Fama-French three factor model   CAPM model

Abstract:

In the classical assets pricing model is evaluated the ability to manage, including the identification of individual assets that are undervalued or overvalued in relation to the assets to reflect the market situation. This ability is extremely important in the context of investments made during the crisis and means that the manager in selecting the assets in the portfolio should undertake an analysis of risks inherent in individual securities, focusing not only on the risk of the market. The study proposes the use of the classical and Fama-French three-factor model for the assessment of the risks of investing in companies with a higher risk. They verified their usefulness and examined whether Poland predict changes in the prices of individual assets or selectivity of securities and investments in companies with a higher risk, ie. small caps and the potential value is rewarded.

Place of publishing:

Wrocław

Publisher:

E-Wydawnictwo. Prawnicza i Ekonomiczna Biblioteka Cyfrowa. Wydział Prawa, Administracji i Ekonomii Uniwersytetu Wrocławskiego

Date issued:

2016

Detailed Type:

ebook

Format:

application/pdf

Identifier:

ISBN 978-83-65431-41-7

Language:

pol   eng

WUL Catalog:

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Is part of:

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Access rights:

The use of this material is allowed only with accordance of applicable rules of fair use or other exceptions provided by law, and any broader use requires the permission of the authorized entity

License:

Making materials available on the basis of the agreement with the owner of the property copyrights

Rights holder:

Copyright by Magdalena Homa, Monika Mościbrodzka

Autor opisu:

TK