Metoda Monte Carlo w ocenie ryzyka finansowego inwestycji

Jerzy Zemke

Abstract

The problem of risk has been explored most exhaustively by the financial sector. This does not mean, however, that the subject is closed to discussion. Forecasting the possible states of process risk is the most crucial element of decision-making – not only in the field of finance. Most forecasts are character- ised by low reliability – most frequently, they do not pr ove true. The study proposes a design of a flexible instrument for measuring the financial risk of investment decisions, using the Monte Carlo generator. The instrument is intended to enable the adjustment of decision-making processes so as to keep the process risk within acceptable limits.
Author Jerzy Zemke (FM / DE)
Jerzy Zemke,,
- Department of Econometrics
Other language title versionsMonte Carlo method in estimating financial risk of investments
Journal seriesOptimum. Studia Ekonomiczne, ISSN 1506-7637, (B 10 pkt)
Issue year2017
No3 (87)
Pages48-60
Publication size in sheets0.5
Keywords in Polishryzyko finansowe inwestycji, instrumenty pomiaru ryzyka, metoda Monte Carlo
Keywords in Englishfinancial risk of investments, instruments of risk measuring, Monte Carlo method
DOIDOI:10.15290/ose.2017.03.87.04
URL http://optimum.uwb.edu.pl/index.php/osj/article/view/54/31
Languagepl polski
LicenseOther; published final; Other open licence; with publication
Score (nominal)10
ScoreMinisterial score = 10.0, ArticleFromJournal
Ministerial score (2013-2016) = 10.0, ArticleFromJournal
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