Portfolio optimization for risk averse and risk seeking investor

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F18%3A39913287" target="_blank" >RIV/00216275:25410/18:39913287 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Portfolio optimization for risk averse and risk seeking investor
Original language description
The goal of this work is to optimize portfolio for two types of investors: risk averse and risk seeking investor. The main purpose of optimization is to make the highest profit as possible in investing into the mutual funds with bearable risk corresponding to investor's profile. As input to this work is selection from equity, bond and commodity funds offered by ČSOB Asset management, because of the largest offer on the Czech market.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
17th Conference on Applied Mathematics APLIMAT 2018 : proceedings
ISBN
978-80-227-4765-3
ISSN
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e-ISSN
neuvedeno
Number of pages
7
Pages from-to
434-441
Publisher name
Slovenská technická univezita v Bratislave
Place of publication
Bratislava
Event location
Bratislava
Event date
Feb 6, 2018
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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