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DC Field | Value | Language |
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dc.contributor.author | Przekota, Grzegorz | - |
dc.date.accessioned | 2021-06-17T10:42:30Z | - |
dc.date.available | 2021-06-17T10:42:30Z | - |
dc.date.issued | 2020 | - |
dc.identifier.citation | Przekota, G. (2020). Application of the surface division method to segregate investments in capital markets for shares‘ portfolio. European Research Studies Journal, 23(Special issue 1), 883-896. | en_GB |
dc.identifier.uri | https://www.um.edu.mt/library/oar/handle/123456789/77431 | - |
dc.description.abstract | Purpose: One of the fundamental issues in capital markets is the sustainability of the price trend. There are many methods of identifying a trend. The article will test a characteristic based on The Surface Division Method. Design/Methodology/Approach: The Surface Division Method is a method that allows for the division of time series into categories due to the reinforcement of the trend, random walk or return to the mean. This fact can be used to segregate investments and choose the right strategy. Findings: The Surface Division Method is a promising method of segregating investments. It is easy to interpret and allows to better describe the shaping of time series values. Practical Implications: The presented investment strategy gave significantly better results than the passive strategy. Originality/value: The Surface Division Method is a new method of data analysis. The application for segregation of investments was made here for the first time. The method is worth developing as it presents a different view than the classical methods based on variance. | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | University of Piraeus. International Strategic Management Association | en_GB |
dc.rights | info:eu-repo/semantics/openAccess | en_GB |
dc.subject | Investments -- Case studies | en_GB |
dc.subject | Capital market | en_GB |
dc.subject | Time-series analysis | en_GB |
dc.subject | Trend surface analysis | en_GB |
dc.title | Application of the surface division method to segregate investments in capital markets for shares‘ portfolio | en_GB |
dc.type | article | en_GB |
dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder | en_GB |
dc.description.reviewed | peer-reviewed | en_GB |
dc.identifier.doi | 10.35808/ersj/1799 | - |
dc.publication.title | European Research Studies Journal | en_GB |
Appears in Collections: | European Research Studies Journal, Volume 23, Special Issue 1 |
Files in This Item:
File | Description | Size | Format | |
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Application_of_the_surface_division_method_to_segregate_investments_in_capital_markets_for_shares_portfolio.pdf | 412.42 kB | Adobe PDF | View/Open |
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