Multi-criteria models of player’s preferences in investment process
Journal Title: Computer Science and Mathematical Modelling - Year 2014, Vol 0, Issue 13
Abstract
The paper presents model of stock market players’ preferences in investing process, based on different conditions like the method for valuation financial instruments, player’s character traits including tendency to risk and investing strategies. Author also defined multi-criteria optimization amongst all available decisions, one or many the most important for the player.
Authors and Affiliations
Piotr Michałowski
Keywords
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- EP ID EP63177
- DOI 10.5604/15084183.1136513
- Views 113
- Downloads 0
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