Wykorzystanie współczynnika Giniego do oceny ryzyka systematycznego
Application of Gini coefficient to evaluation of systematic risk

Summary/Abstract: In the paper we present the application of Gini’s mean difference and the extender Gini coefficient to evaluate systematic risk. We discuss the advantages arising from applying these measures to determine the beta coefficient. On the basis of selected shares quoted on the Warsaw Stock Exchange, we present results obtained by the classical least square method and by using the previously mentioned measures.

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