Mathematical Models in Investment Strategies Regarding Portfolio of Minimal Risk
Autor: | Anghel Panait |
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Rok vydání: | 2010 |
Předmět: | |
Zdroj: | Ovidius University Annals, Economic Sciences Series. :865-867 |
Popis: | 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. |
Databáze: | OpenAIRE |
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