SOME PRACTICAL ASPECTS OF PORTFOLIO MANAGEMENT

被引：0
作者：
SCHIAVINA, LR
机构：
[1] EDOR Metodi Quantitativi S.P.A., 20123 Milan, Piazza Borromeo
来源：
ENGINEERING AND PROCESS ECONOMICS | 1979年 / 4卷 / 2-3期
关键词：
D O I：
10.1016/0377-841X(79)90047-0
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
A heuristic approach to the problem of portfolio management is introduced as a dynamic extension of the portfolio selection problem. Both term and option contracts are fitted into the proposed scheme in order to achieve a realistic model for practical purposes. © 1979.
引用
收藏
页码：349 / 353
页数：5
相关论文
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