An Empirical Analysis of the Warsaw Stock Exchange 1991-1993

Regulation of the Warsaw Stock Exchange: The portfolio allocation problem

WW Charemza, E Majerowska - Journal of Banking & Finance, 2000 - Elsevier
The paper analyses the risk reduction effect of limits which are imposed on stock exchange
price movements. As a result of the maximisation of traders' utility functions subject to …
被引用次数：30 相关文章 所有 9 个版本
[PDF] le.ac.uk

[图书][B] Portfolio allocation problem and quantity constraints: an analysis of the Warsaw Stock Exchange

EM Majerowska - 1999 - search.proquest.com
After the political changes in 1989 the economy in Eastern and Central Europe turned from a
centrally planned system to market-based one. The transformation program required …
被引用次数：1 相关文章 所有 4 个版本

[引用][C] Efektywność giełdowego rynku akcji w Polsce: z perspektywy dziesięciolecia

J Czekaj, M Woś, J Żarnowski - (No Title), 2001 - cir.nii.ac.jp
Efektywność giełdowego rynku akcji w Polsce : z perspektywy dziesięciolecia | CiNii Research
CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データを …
被引用次数：350 相关文章

[引用][C] Validity of the optimal portfolio allocation model with price constraints on the example of the Warsaw Stock Exchange

E Majerowska - 1999 - econpapers.repec.org
EconPapers: Validity of the optimal portfolio allocation model with price constraints on the
example of the Warsaw Stock Exchange EconPapers Economics at your fingertips EconPapers …
被引用次数：1 相关文章 所有 2 个版本

[引用][C] Predictability of stock markets with disequilibrium trading

WW Charemza, K Shields, A Zalewska-Mitura - 1997 - Univ., Department of Economics, Fac …
被引用次数：8 相关文章