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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