Mathematical Models in Investment Strategies Regarding Portfolio of Minimal Risk

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.

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Year of publication:	2010
Authors:	Panait, Anghel
Published in:	Ovidius University Annals, Economic Sciences Series. - Facultatea de Ştiinţe Economice, ISSN 1582-9383. - Vol. X.2010, 1, p. 865-867
Publisher:	Facultatea de Ştiinţe Economice
Subject:	investment strategies \| risk \| mathematical model \| portfolio

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Extent:	application/pdf
Type of publication:	Article
Classification:	C65 - Miscellaneous Mathematical Tools
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008854861