Portfolio analysis: example for the Warsaw Stock Exchange.
Publication Date: 01-MAY-07
Publication Title: International Advances in Economic Research
Format: Online
Author: Witkowska, Dorota Maria

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Description

JEL G20

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H. Markowitz (Journal of Finance, March 1952) created foundations for the portfolio management theory and for the method of an effective selection of assets. Thus, the major problem is to determine the number of securities and their shares in the portfolio value, which depends on (1) the investor's attitude toward risk; (2) the investor's return expectations; and (3) the period of investments....



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