股票与指数盈亏不对称行为的比较
Comparison of gain-loss asymmetry behavior for stocks and indexes
摘要：
本文采用投资期限法对波兰股票市场的指数进行了分析，通过拟合适当的分布函数形式，确定了每个收益值的最优投资期限。WIG指数的收益-损失曲线具有很强的不对称性，而WIG 20和大多数个股的收益和损失曲线看起来相似。我们在\cite{karpio}之前假设的这些数据的增益-损失不对称性（由系数衡量）与WIG指数的增益-损失不对称性具有相反的符号。
英文摘要：
Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and for most of individual companies stocks. The gain-loss asymmetry for these data, measured by the coefficient, that we postulated before \cite{karpio}, has opposite sign to this for WIG index.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
