Vol. 2 No. 4 (2014)
New Developments in International Business and Economics in CEEs

Articles

Real Time Investments with Adequate Portfolio Theory

Published 2015-02-26

  • Alina Kvietkauskienė

Alina Kvietkauskienė
Vilnius Gediminas Technical University

Abstract

The objective of this paper is to identify investment decision makingschemes using the adequate portfolio model. This approach can be employed to project investment in stocks, using the opportunities offered by the markets and investor intelligence. It was decided to use adequate portfolio theory for investment decision making, simulation of financial markets, and optimisation of utility function. The main conclusion of article suggests investigating return on individual portfolio level. Real investment is a way to make sure of the soundness of applicable strategies.

Keywords

investments, adequate portfolio, Markowitz theory, utility function, uncertainty

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