Wielowymiarowa analiza atrakcyjności inwestycyjnej spółek sektora spożywczego notowanych na Giełdzie Papierów Wartościowych w Warszawie
Multivariate investment attractiveness analysis of food sector companies of Warsaw Stock Exchange
Author(s): Arkadiusz KijekSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: investment attractiveness index; linear ordering; portfolio analysis; optimization
Summary/Abstract: The article presents the results of study of investment attractiveness of food sector companies listed at the Warsaw Stock Exchange. The multivariate statistical methods are applied to evaluate the financial standing of companies. The author constructs the investment attractiveness index that is used to order companies by their economic and financial standing. Based on the values of investment attractiveness index the structure of optimal portfolios are determined according to Markowitz portfolio theory. The results of survey indicate directions of investment portfolio diversification.
Journal: Ekonometria
- Issue Year: 2014
- Issue No: 46
- Page Range: 175-188
- Page Count: 14