APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20

APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20

The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated. Weekly rates of return on stocks of certain companies were used in the c...

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Bibliographic Details
Main Author: Bartłomiej Lisicki
Format: Article
Language:English
Published: University of Applied Sciences in Bielsko-Biała 2016-02-01
Series:Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej
Subjects:
shares
systematic risk
beta
Blume’s adjustment method
Online Access:https://www.asej.eu/index.php/asej/article/view/318
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