- Tytuł:
-
Portfolio selection: method of the step by step assigned weights
Wybór portfela: metoda wag dobieranych krok po kroku - Autorzy:
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Pavlík, Martin
Michalski, Grzegorz
Lukáčik, Martin - Powiązania:
- https://bibliotekanauki.pl/articles/425102.pdf
- Data publikacji:
- 2015
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
modern portfolio theory
VBA in Excel
enumeration
portfolio choice
VaR
Value at Risk - Opis:
- The authors conceived a new simple method for creating the approximation of the border of investment opportunities. The method enumerates all the possibilities of assigning weights to the investment portfolio. It does not enable short sales. The software which the authors coded is written in VBA and also enables active management. The method is simple, accurate but demanding. The authors also created a simple methodology for testing the quality of the approximation of the border of investment opportunities.
- Źródło:
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Econometrics. Ekonometria. Advances in Applied Data Analytics; 2015, 3 (49); 78-97
1507-3866 - Pojawia się w:
- Econometrics. Ekonometria. Advances in Applied Data Analytics
- Dostawca treści:
- Biblioteka Nauki
Artykuł