Identification of Sources of the Systematic Risk on the Polish Capital Market

Arbitrage pricing model (APT) is one of the models that describe risk of investment on the capital market. The model has been widely used in the developed economies. The paper presents an application of the APT model on the Polish capital market, in particular on the stock investment funds. The model allows finding the macroeconomic variables which are the sources of the systematic risk of investment and which influence the behaviour of the rates of returns of funds portfolios

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Year of publication:	2013
Authors:	Zamojska, Anna
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Finanzmarkt \| Financial market \| Risiko \| Risk \| Polen \| Poland \| Kapitaleinkommen \| Capital income

Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of The Polish Statistical Association, Statistics in Transition, Vol. 7, No. 5, pp. 1141-1148, 2006 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 16, 2013 erstellt
Classification:	C1 - Econometric and Statistical Methods: General ; G1 - General Financial Markets ; G2 - Financial Institutions and Services
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013083248