Język Polski
English
Published
:
2010-08-30
Optimization of a Dividend Securities Portfolio
Bartłomiej Jabłoński
Abstract
The article describes issues pertaining to the optimization of a dividend securities portfolio, that is a portfolio of shares of dividend-paying companies. The article discusses the optimization problems in the approach of Markowitz and Sharpe. Additionally, a practical application of the optimization in Sharpe's approach is illustrated, together with an alternative method of attributing weights to companies previously selected to the portfolio. The subject matter of the article is completed with the creation of optimized portfolios of dividend securities upon an example of the Warsaw Stock Exchange. (original abstract)Keywords:
Securities, Portfolio securities, Markowitz portfolio theoryMost read articles by the same author(s)
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Jabłoński, B. (2010). Optimization of a Dividend Securities Portfolio. Zeszyty Naukowe Wyższej Szkoły Bankowej W Poznaniu, 29(29). Retrieved from https://journals.wsb.poznan.pl/index.php/znwsb/article/view/1583