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Analiza kondycji finansowej towarzystw ubezpieczeniowych PZU i Warta
(Wydawnictwo Uniwersytetu Łódzkiego, 2017)
The insurance system is a very important element of the financial system of a state. As institutions of public trust, insurance companies play an important role in the process of transforming savings into investments, which ...
The Effectiveness of the GlueVaR Risk Measure on the Metals Market – the Application of Omega Performance Measure
(Wydawnictwo Uniwersytetu Łódzkiego, 2017)
Decision‑making process is an individual matter for each investor and the strategy they choose, reflects the level of accepted risk. Nevertheless, any investor wants to minimize huge losses while maximizing profits. As far ...
Selected GARCH‑type Models in the Metals Market – Backtesting of Value‑at‑Risk
(Wydawnictwo Uniwersytetu Łódzkiego, 2017)
Risk analysis in the financial market requires the correct evaluation of volatility in terms of both prices and asset returns. Disturbances in quality of information, the economic and political situation and investment ...