One Method of Solution of an Optimum Investment Portfolio Problem for Risky Assets
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References listed on IDEAS
- Livio Stracca, 2006.
"Delegated Portfolio Management: A Survey Of The Theoretical Literature,"
Journal of Economic Surveys,
Wiley Blackwell, pages 823-848.
- Rzońca, Andrzej & Ciżkowicz, Piotr, 2005. "Non-Keynesian effects of fiscal contraction in new member states," Working Paper Series 519, European Central Bank.
- Piotr Bujak & Joanna Siwinska-Gorzelak, 2003. "Short-run Macroeconomic Effects of Discretionary Fiscal Policy Changes," CASE Network Studies and Analyses 0261, CASE-Center for Social and Economic Research.
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Keywordstensor; convolution; invariants; risky assets; portfolio; covariance matrix; kontravariant vector; optimum structural potentials; relative optimum structural potentials;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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