Investment portfolio optimisation model based on stocks investment attractiveness
Firm’s performance and potential return on investments in its stocks are determined by many factors. However, most of portfolio optimisation methods are oriented to decision- making based on stock price changes in the past. Recent financial crisis has showed that often the biggest downfall in the pe...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2012-08-01
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| Series: | Business: Theory and Practice |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/BTP/article/view/8621 |