Mathematical Models in Investment Strategies Regarding Portfolio of Minimal Risk
AbstractIn 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.
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Bibliographic InfoArticle provided by Ovidius University of Constantza, Faculty of Economic Sciences in its journal Ovidius University Annals, Economic Sciences Series.
Volume (Year): X (2010)
Issue (Month): 1 (May)
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Web page: http://www.univ-ovidius.ro/facultatea-de-stiinte-economice
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investment strategies; risk; mathematical model; portfolio;
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- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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