Portfolio optimization for risk averse and risk seeking investor

Heckenbergerová, Jana; Šild, Petr

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Portfolio optimization for risk averse and risk seeking investor

Heckenbergerová, Jana; Šild, Petr

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URI: https://hdl.handle.net/10195/72505

Datum publikování: 2018

Document type: ConferenceObject

xmlui.ArtifactBrowser.SimpleSearch.filter.source: 17th Conference on Applied Mathematics APLIMAT 2018 : proceedings

xmlui.ArtifactBrowser.SimpleSearch.filter.event 17th Conference on Applied Mathematics, APLIMAT 2018 (06.02.2018 - 08.02.2018, Bratislava)

Abstract:

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.

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