Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion

Abstract

Aim/purpose – The aim of the paper is to rank the optimal portfolios of shares of companies listed on the Warsaw Stock Exchange, taking into account the investor’s propensity to risk.

Keywords

• optimal portfolio
• expected rate of return on the portfolio
• portfolio standard deviation
• expected utility theory
• multidimensional comparative analysis
• g10
• g11