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W opracowaniu podjęto próbę zastosowania znanej w finansach teorii portfela i opartej o nią modeli oceny ryzyka do oszacowania ryzyka w produkcji rolniczej. Korzystając z jednowskaźnikowego modelu Sharp’a określono wartości współczynników beta dla poszczególnych roślin uprawnych. Obliczone współczynniki beta, odzwierciedlające siłę związku wahań wartości produkcji poszczególnych roślin z wahaniami...
In the paper, an attempt to application, known from finance literature The Portfolio Theory and based on it mathematical models has been undertaken. Using Sharp’s single-factor model the beta coefficients for specified crops were calculated. The beta coefficients describe the volatility of a crop in relation to the volatility of the other crops and indicate the possibilities of using production diversification...
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