Metody VaR i ekwiwalentu pewności w szacowaniu opłacalności iwnestycji rzeczowych
VaR and certainty equivalent (CE)in non-financial investment estimation
Author(s): Zofia Wilimowska, Katarzyna GwóźdźSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: methods of profitability assessment; certainty equivalent; VaR
Summary/Abstract: The first, theoretical part of the work includes the risk-adjusted methods of non--financial investment assessment and the research of a real investment carried out in the chosen company. The second one includes the results of research.
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2011
- Issue No: 158
- Page Range: 114-123
- Page Count: 10
- Language: Polish
