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Mathematical Models in Investment Strategies Regarding Portfolio of Minimal Risk

Author

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  • Anghel Panait

    (Ovidius University Economic Sciences)

Abstract

In this paper we consider continuous-time market models. We can speak here about the theory of portfolio optimization where H. Markowitz had great results on the meanvariance criterion to judge investment strategies in security markets.

Suggested Citation

  • Anghel Panait, 2010. "Mathematical Models in Investment Strategies Regarding Portfolio of Minimal Risk," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 865-867, May.
    • Handle: RePEc:ovi:oviste:v:10:y:2010:i:1:p:865-867
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    More about this item

    Keywords

    investment strategies; risk; mathematical model; portfolio;
    All these keywords.

    JEL classification:

    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools

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