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https://elib.bsu.by/handle/123456789/51639| Title: | Solving Of Portfolio Optimization Problems With “Mathematica” |
| Authors: | Bolshakova, I. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Экономика и экономические науки |
| Issue Date: | 2010 |
| Publisher: | European Academic Publishers, Madrid |
| Abstract: | Optimization models play an increasingly role in financial decisions. Portfolio optimization problems are based on mean-variance models for returns and for risk-neutral density estimation. The mathematical portfolio optimization problems are the quadratic or linear parametrical programming sometimes with integer variables. This paper analyzes the mathematical models and optimization techniques for some classes of portfolio optimization problems by using the computing system “Mathematica”. |
| URI: | http://elib.bsu.by/handle/123456789/51639 |
| Appears in Collections: | 2010. XIX International Conference AEDEM 2010 "Global Financial & Business Networks & Information Management Systems" |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 141-146.pdf | 75,71 kB | Adobe PDF | View/Open |
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