Wybór portfela akcji z wykorzystaniem narzędzi teorii gier
The choice of shares portfolio based on the theory of games

Summary/Abstract: During gambling on the stock exchange the problem of the choice of proper portfolio appears. The player wants the impossibility: both great profit and low risk. It is reasonable for him to limit the choice only to portfolios which belong to the efficient set. Then the decision of choice of a particular portfolio is individual and depends on the player and his aversion to the risk. In this article this problem is presented as the game that is the inner conflict of the player. On the one hand he is expecting a great profit, yet on the other he is expecting a low risk. Which portfolio should be pointed out to give the satisfaction to the player? For the purpose of solving this problem one game was formulated and described. The solution of this problem was found by the theory of cooperative games with the use of Raiffa model and applied on the stock exchange in Warsaw.

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