Real Time Investments with Adequate Portfolio Theory

Alina Kvietkauskienė ()
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Alina Kvietkauskienė: Vilnius Gediminas Technical University

Entrepreneurial Business and Economics Review, 2014, vol. 2, issue 4, 85-100

Abstract: The objective of this paper is to identify investment decision making schemes 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. In order to achieve better performance of sustainable returns in equity portfolio, different markets, and existing companies’ equities and portfolios were selected, investigating their returns based on adequate portfolio theory. 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. The portfolios were formed from stocks of USA, German and French markets and quoted, using adequate investment portfolio system, in DNB Trade demo version, what allows monitoring of the long-term investment experiment.

Keywords: investments; adequate portfolio; Markowitz theory; utility function; uncertainty (search for similar items in EconPapers)
JEL-codes: G11 G17 (search for similar items in EconPapers)
Date: 2014
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