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Real Time Investments with Adequate Portfolio Theory
Real Time Investments with Adequate Portfolio Theory

Author(s): Alina Kvietkauskienė
Subject(s): Economy
Published by: Uniwersytet Ekonomiczny w Krakowie
Keywords: investments; adequate portfolio; Markowitz theory; utility function; uncertainty

Summary/Abstract: The objective of this paper is to identify investment decision makingschemes using the adequate portfolio model. This approach can be employed to project investment in stocks, using the opportunities offered by the markets and investor intelligence. It was decided to use adequate portfolio theory for investment decision making, simulation of financial markets, and optimisation of utility function. The main conclusion of article suggests investigating return on individual portfolio level. Real investment is a way to make sure of the soundness of applicable strategies.

  • Issue Year: 2/2014
  • Issue No: 4
  • Page Range: 85-100
  • Page Count: 16
  • Language: English