Zastosowanie prawie dominacji stochastycznych w konstrukcji portfela akcji
Application of almost stochastic dominance in construction of portfolio of shares

Summary/Abstract: Seeking for good decision rules is basic field of research concerning decisionmaking and especially investment decision-making. Well known and accepted rules of selection are stochastic dominance rules. In the paper a model of share portfolio selection with almost stochastic dominance condition is proposed. This model is applied in construction of portfolio of shares quoted on Warsaw Stock Exchange.

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