STOCK INVESTMENT MANAGEMENT UNDER UNCERTAINTY

Madalina Ecaterina Andreica and Marin Andreica
Authors registered in the RePEc Author Service: Madalina Ecaterina Popescu

Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, 2012, vol. 6, issue 1, 655-662

Abstract: This paper presents a stock investment management problem under uncertainty solved by applying a portfolio selection algorithm for interval attributes. The current top 10 most traded stocks on the Bucharest Stock Exchange Market were taken into consideration in this study. The results indicated that according to the decision maker risk attitude there are several different final portfolio structures. For instance, for the case of a risk neutral decision maker, the structure was similar to the case of a risk adverse decision maker, while in the case of a risk lover decision maker, however, the final stock portfolio had a more different structure.

Keywords: interval data; stock portfolio selection; uncertainty. (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:rom:mancon:v:6:y:2012:i:1:p:655-662

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