Theory of portfolio selection
نویسندگان
چکیده
منابع مشابه
Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection
Portfolio theory is a very powerful tool in the modern investment theory. It is helpful in estimating risk of an investor’s portfolio, arosen from lack of information, uncertainty and incomplete knowledge of reality, which forbids a perfect prediction of future price changes. Despite of many advantages this tool is not known and not widely used among investors on Warsaw Stock Exchange. The main...
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In this paper, I compare the results from a laboratory experiment, in which individuals could allocate their funds between a risky asset and a risk-free zero return fund, with stochastic dynamic optimization policies based on expected utility maximization. Specifically, I focus on the predictions based on a negative exponential and concave quadratic utility. In addition, I look at the applicabi...
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Investing in existing customers is widely accepted as a promising strategy because it is believed to be less costly than attracting new ones. Recent research by Reinartz et al. [39] provides indications, however, that it could also be profitable to simultaneously focus on a customer segment being more transaction-oriented. In this contribution – using the example of an e-tailer – we specificall...
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ژورنال
عنوان ژورنال: South African Journal of Business Management
سال: 1979
ISSN: 2078-5976,2078-5585
DOI: 10.4102/sajbm.v10i3.1277