@misc{Pavlík_Martin_Portfolio_2015,
 author={Pavlík, Martin and Michalski, Grzegorz and Lukáčik, Martin},
 identifier={DOI: 10.15611/ekt.2015.3.07},
 year={2015},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 publisher={Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu},
 description={Ekonometria = Econometrics, 2015, Nr 3 (49), s. 78-97},
 language={eng},
 abstract={The authors conceived a new simple method for creating the approximation of the border of investment opportunities. The method enumerates all the possibilities of assigning weights to the investment portfolio. It does not enable short sales. The software which the authors coded is written in VBA and also enables active management. The method is simple, accurate but demanding. The authors also created a simple methodology for testing the quality of the approximation of the border of investment opportunities},
 title={Portfolio selection: method of the step by step assigned weights},
 type={artykuł},
 keywords={modern portfolio theory, VBA in Excel, enumeration, portfolio choice, VaR, Value at Risk, wybór portfela, ryzyko, zwrot, portfel inwestycyjny, wartość narażona na ryzyko, odchylenie standardowe},
}