Risk-Return Profile of the Investors on the Polish Treasury Bond Market

Marcin Stamirowski
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Marcin Stamirowski: Warsaw School of Economics, Poland

Chapter 8 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 1, pp 113-128 from University of Lodz

Abstract: Chapter 8 is focused on asset prices, bond portfolios, and the risk issues. The risk measures under study - e.g. the decomposition of the portfolio variance - behave correctly in signaling the periods of increased investors' uncertainty.

Keywords: Valuation of assets; Bonds; Portfolio diversification (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2006:n:01:ch:08:mon

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