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Effective portfolios. Econometrics and statistics in search of profitable investments.

Urszula Skornik-Pokarowska 

Szkoła Główna Gospodarstwa Wiejskiego (SGGW), Nowoursynowska 166, Warszawa 02-787, Poland

Abstract

Various methods of constructing effective portfolios are presented. More or less standard methods based on econometrics and mathematical statistics are presented and compared with the problem of on-line management of existing portfolios. As a by-product some interesting observations regarding different classification schemes are provided.

 

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Presentation: oral at Symposium on Econo- and Sociophysics 2004, by Urszula Skornik-Pokarowska
See On-line Journal of Symposium on Econo- and Sociophysics 2004

Submitted: 2004-09-29 15:33
Revised:   2009-06-08 12:55