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Stock Investment Management Under Uncertainty

Author

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  • MADALINA ECATERINA ANDREICA
  • MARIN ANDREICA

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.

Suggested Citation

  • Madalina Ecaterina Andreica & Marin Andreica, 2012. "Stock Investment Management Under Uncertainty," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 6(1), pages 655-662, November.
    • Handle: RePEc:rom:mancon:v:6:y:2012:i:1:p:655-662
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