Dynamic portfolio selection based on the event tree

被引：0

作者：

Brezina, Ivan

Dolinajcova, Miroslava

机构：

来源：

MANAGING AND MODELLING OF FINANCIAL RISKS - 6TH INTERNATIONAL SCIENTIFIC CONFERENCE PROCEEDINGS, PTS 1 AND 2 | 2012年

关键词：

dynamic portfolio; event tree; asset;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In this paper we decided to describe the optimization of dynamic portfolio strategies based on the event tree. In this paper we show the theoretical ground of model. The concrete model is shown in last section. This paper can be used like background for future study of this problem.

引用

页码：83 / 87

页数：5