Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion
Aim/purpose – The aim of the paper is to rank the optimal portfolios of shares of companies listed on the Warsaw Stock Exchange, taking into account the investor’s propensity to risk.
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2021-01-01
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| Series: | Journal of Economics and Management |
| Subjects: | |
| Online Access: | https://doi.org/10.22367/jem.2021.43.08 |
| _version_ | 1811159166935367680 |
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| author | Giemza Dawid |
| author_facet | Giemza Dawid |
| author_sort | Giemza Dawid |
| collection | DOAJ |
| description | Aim/purpose – The aim of the paper is to rank the optimal portfolios of shares of companies listed on the Warsaw Stock Exchange, taking into account the investor’s propensity to risk. |
| first_indexed | 2024-04-10T05:36:28Z |
| format | Article |
| id | doaj.art-34daaefaea5e4f38b53ee4e4c142e806 |
| institution | Directory Open Access Journal |
| issn | 2719-9975 |
| language | English |
| last_indexed | 2024-04-10T05:36:28Z |
| publishDate | 2021-01-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Journal of Economics and Management |
| spelling | doaj.art-34daaefaea5e4f38b53ee4e4c142e8062023-03-06T17:03:00ZengSciendoJournal of Economics and Management2719-99752021-01-0143115417810.22367/jem.2021.43.08Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterionGiemza Dawid0University of Economics in KatowiceAim/purpose – The aim of the paper is to rank the optimal portfolios of shares of companies listed on the Warsaw Stock Exchange, taking into account the investor’s propensity to risk.https://doi.org/10.22367/jem.2021.43.08optimal portfolioexpected rate of return on the portfolioportfolio standard deviationexpected utility theorymultidimensional comparative analysisg10g11 |
| spellingShingle | Giemza Dawid Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion Journal of Economics and Management optimal portfolio expected rate of return on the portfolio portfolio standard deviation expected utility theory multidimensional comparative analysis g10 g11 |
| title | Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion |
| title_full | Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion |
| title_fullStr | Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion |
| title_full_unstemmed | Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion |
| title_short | Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion |
| title_sort | ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion |
| topic | optimal portfolio expected rate of return on the portfolio portfolio standard deviation expected utility theory multidimensional comparative analysis g10 g11 |
| url | https://doi.org/10.22367/jem.2021.43.08 |
| work_keys_str_mv | AT giemzadawid rankingofoptimalstockportfoliosdeterminedonthebasisofexpectedutilitymaximizationcriterion |