ZALEŻNOŚĆ RYZYKO-DOCHÓD WYBRANYCH SPÓŁEK ODPOWIEDZIALNYCH SPOŁECZNIE
RISK-RETURN RELATIONSHIP IN SELECTED SOCIALLY RESPONSIBLE COMPANIES
Author(s): Barbara Fura, Marek FuraSubject(s): Economy, Methodology and research technology, Financial Markets, Socio-Economic Research
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: Respect Index; corporate social responsibility; risk-return;
Summary/Abstract: The aim of this article is to determine the risk-return relationship on the example of RESPECT Index companies. This relationship is presented on the map risk-returs i.e. correlation graph of the rate of return and the standard deviation. The reference point for the study is Warsaw Stock Exchange Index, RESPECT index and WIG-Poland. Empirical data are monthly rates shares of 23 companies listed on the Warsaw Stock Exchange from 19th of November 2009 to 31st of May 2016.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XVII/2016
- Issue No: 3
- Page Range: 43-52
- Page Count: 10
- Language: Polish