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

页码：349 / 353

页数：5