POLECAMY
Koszyk
Financial Investments and Insurance – Global Trends and the Polish Market. PN 381
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Format:
ibuk
One of the fastest growing areas in the economic sciences is broadly defined area of finance, with particular emphasis on the financial markets, financial institutions and risk management. Real world challenges stimulate the development of new theories and methods. A large part of the theoretical research concerns the analysis of the risk of not only economic entities, but also households.
The seventeenth conference “Financial Investments and Insurance – Global Trends and the Polish Market” was devoted to the problems of the theory of investment, financial markets, banking, insurance, corporate finance and risk management, as well as practical financial and insurance issues occurring on the Polish market. This conference was held on September 17–19 in Wrocław. The conference was organized by the Department of Financial Investments and Risk Management and Department of Insurance of the Wrocław University of Economics. Professors Krzysztof Jajuga and Wanda Ronka-Chmielowiec chaired Scientific Committee of the conference. The Committee on Financial Sciences of Polish Academy of Sciences held the patronage on content and the Rector of the University of Economics in Wroclaw, Professor Andrzej Gospodarowicz held the honorary patronage.
Conference was attended by about 100 persons representing academic, financial and insurance sectors, including several people from abroad. During the conference fifty papers on finance and insurance, mainly in English, were presented. There were presented also 32 posters.
This publication contains 39 articles. They are listed in alphabetical order.
The editors of the book on behalf of the authors and themselves express their deep gratitude to the reviewers of articles – Professors: Jacek Batóg, Joanna Bruz¬da, Katarzyna Byrka-Kita, Piotr Fiszeder, Jerzy Gajdka, Magdalena Jerzemowska, Jarosław Kubiak, Tadeusz Kufel, Jacek Lisowski, Sebastian Majewski, Monika Marcinkowska, Władysław Milo, Paweł Miłobędzki, Paweł Niedziółka, Mateusz Pipień, Włodzimierz Szkutnik, Mirosław Szreder, Małgorzata Tarczyńska-Łuniew¬ska, Waldemar Tarczyński, Tomasz Wiśniewski, Ryszard Węgrzyn – for comments which helped to give the publication a better shape.
Wanda Ronka-Chmielowiec, Krzysztof Jajuga
| Rok wydania | 2015 |
|---|---|
| Liczba stron | 554 |
| Kategoria | Publikacje darmowe |
| Wydawca | Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu |
| ISBN-13 | 978-83-7695-463-9 |
| Język publikacji | polski |
| Informacja o sprzedawcy | ePWN sp. z o.o. |
Ciekawe propozycje
Spis treści
| Introduction | 9 |
| Roman Asyngier: The effect of reverse stock split on the Warsaw Stock Exchange | 11 |
| Monika Banaszewska: Foreign investors on the Polish Treasury bond market in the years 2007-2013 | 26 |
| Katarzyna Byrka-Kita, Mateusz Czerwiński: Large block trades and private benefits of control on Polish capital market | 36 |
| Ewa Dziwok: Value of skills in fixed income investments | 50 |
| Łukasz Feldman: Household risk management techniques in an intertemporal consumption model | 59 |
| Jerzy Gwizdała: Equity Release Schemes on selected housing loan markets across the world | 72 |
| Magdalena Homa: Mathematical reserves in insurance with equity fund versus a real value of a reference portfolio | 86 |
| Monika Kaczała, Dorota Wiśniewska: Risks in the farms in Poland and their financing – research findings | 98 |
| Yury Y. Karaleu: “Slice-Of-Life” customization of bankruptcy models: Belarusian experience and future development | 115 |
| Patrycja Kowalczyk-Rólczyńska: Equity release products as a form of pension security | 132 |
| Dominik Krężołek: Volatility and risk models on the metal market | 142 |
| Bożena Kunz: The scope of disclosures of fair value measurement methods of financial instruments in financial statements of banks listed on the Warsaw Stock Exchange | 158 |
| Szymon Kwiatkowski: Venture debt financial instruments and investment risk of an early stage fund | 177 |
| Katarzyna Łęczycka: Accuracy evaluation of modeling the volatility of VIX using GARCH model | 185 |
| Ewa Majerowska: Decision-making process: technical analysis versus financial modelling | 199 |
| Agnieszka Majewska: The formula of exercise price in employee stock options – testing of the proposed approach | 211 |
| Sebastian Majewski: The efficiency of the football betting market in Poland | 222 |
| Marta Małecka: Spectral density tests in VaR failure correlation analysis | 235 |
| Adam Marszk: Stock markets in BRIC: development levels and macroeconomic implications | 250 |
| Aleksander R. Mercik: Counterparty credit risk in derivatives | 264 |
| Josef Novotný: Possibilities for stock market investment using psychological analysis | 275 |
| Krzysztof Piasecki: Discounting under impact of temporal risk aversion − a case of discrete time | 289 |
| Aleksandra Pieloch-Babiarz: Dividend initiation as a signal of subsequent earnings performance – Warsaw trading floor evidence | 299 |
| Radosław Pietrzyk, Paweł Rokita: On a concept of household financial plan optimization model | 314 |
| Agnieszka Przybylska-Mazur: Selected methods of the determination of core inflation | 334 |
| Andrzej Rutkowski: The profitability of acquiring companies listed on the Warsaw Stock Exchange | 346 |
| Dorota Skała: Striving towards the mean? Income smoothing dynamics in small Polish banks | 364 |
| Piotr Staszkiewicz, Lucia Staszkiewicz: HFT’s potential of investment companies | 376 |
| Dorota Szczygieł: Application of three-dimensional copula functions in the analysis of dependence structure between exchange rates | 390 |
| Aleksandra Szpulak: A concept of an integrative working capital management in line with wealth maximization criterion | 405 |
| Magdalena Walczak-Gańko: Comparative analysis of exchange traded products markets in the Czech Republic, Hungary and Poland | 426 |
| Stanisław Wanat, Monika Papież, Sławomir Śmiech: Causality in distribution between European stock markets and commodity prices: using independence test based on the empirical copula | 439 |
| Krystyna Waszak: The key success factors of investing in shopping malls on the example of Polish commercial real estate market | 455 |
| Ewa Widz: Single stock futures quotations as a forecasting tool for stock prices | 469 |
| Tadeusz Winkler-Drews: Contrarian strategy risks on the Warsaw Stock Exchange | 483 |
| Marta Wiśniewska: EUR/USD high frequency trading: investment performance | 496 |
| Agnieszka Wojtasiak-Terech: Risk identification and assessment − guidelines for public sector in Poland | 510 |
| Ewa Wycinka: Time to default analysis in personal credit scoring | 527 |
| Justyna Zabawa, Magdalena Bywalec: Analysis of the financial position of the banking sector of the European Union member states in the period 2007–2013 | 537 |