Colóquios de Matemática "Portfolio selection for the risk lover"
No dia 31 de maio, pelas 15h00, irá realizar-se o Colóquio "Portfolio selection for the risk lover", que terá lugar no anfiteatro A do complexo pedagógico, Campus de Gambelas.
Inserido no ciclo Colóquios de Matemática, a sessão será apresentada por Thomas Burkhardt, do Institut fur Management, Universidade de Koblenz, Alemanha.
A entrada é livre.
"Financial portfolio theory is one of important applications of mathematics, using elements of statistics and quadratic programming under constraints. Regularly, portfolio selection models are based on the assumption of risk aversion, which is seen as the predominant behavioral attitude of investors who take substantial stakes. The investment choices of the risk lovers found little attention. We derive and analyze the portfolio frontier for the risk lover in the classic mean-variance framework. We find interesting properties, which may also be of interest for investors whose behavior is best described by prospect theory."