The aim of the study is to analyze what is the impact of analyze period, resident value estimation method, discount rate and economic sector of the investor on the level of resident value to initial value of investment ratio. In the article, basing on 43 investments made by investors form MSP...

In the paper we present a proposal of augmenting portfolio analysis for the infinitely divisible distributions of returns - so that the prices of assets can follow Lévy processes. In this article we propose a model in which asset prices follow multidimensional Lévy process and the...

The aim of the study is to analyze what is the impact of analyze period, resident value estimation method, discount rate and economic sector of the investor on the level of resident value to initial value of investment ratio. In the article, basing on 43 investments made by investors form MSP...

The aim of the study is to analyze what is the impact of analyze period, resident value estimation method, discount rate and economic sector of the investor on the level of resident value to initial value of investment ratio. In the article, basing on 43 investments made by investors form MSP...

In the article we present some extension for the classical problem of dynamic investment optimization. We take the neoclassical model of growth with one product and many consumption goods. The number of consumption goods can be infinite and the consumption bundle is defined on some abstract,...