STOCK INVESTMENT MANAGEMENT UNDER UNCERTAINTY

被引：0
|
作者：
Andreica, Madalina Ecaterina [1 ]
Andreica, Marin [1 ]
机构：
[1] Acad Econ Studies, Bucharest, Romania
来源：
PROCEEDINGS OF THE 6TH INTERNATIONAL MANAGEMENT CONFERENCE: APPROACHES IN ORGANISATIONAL MANAGEMENT | 2012年
关键词：
interval data; stock portfolio selection; uncertainty; DECISION-MAKING; INTERVAL DATA;
D O I：
暂无
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper presents a stock investment management problem under uncertainty solved by applying a portfolio selection algorithm for interval attributes. The current top 10 most traded stocks on the Bucharest Stock Exchange Market were taken into consideration in this study. The results indicated that according to the decision maker risk attitude there are several different final portfolio structures. For instance, for the case of a risk neutral decision maker, the structure was similar to the case of a risk adverse decision maker, while in the case of a risk lover decision maker, however, the final stock portfolio had a more different structure.
引用
收藏
页码：655 / 662
页数：8
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