Isoguarantees as instrument of portfolio decision making

被引:0
作者
Rutkauskas, AV [1 ]
机构
[1] Vilnius Gediminas Tech Univ, Vilnius, Lithuania
来源
MODELLING AND SIMULATION OF BUSINESS SYSTEMS | 2003年
关键词
investment portfolio; portfolio possibilities set; risk; mean value; standard deviation portfolio; set of possibilities; risk portfolio; guarantee; isoguarantees line;
D O I
暂无
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:239 / 243
页数:5
相关论文
共 5 条
  • [1] Markowitz H., 1990, MEAN VARIANCE ANAL P
  • [2] RUTKAUSKAS AV, 2002, PROPERTY MANAGEMENT, V4, P100
  • [3] Tasche D., 2000, CONDITIONAL EXPECTAT
  • [4] Tobin J., 1965, The Theory of Interest Rate, P3
  • [5] Ziemba W.T., 1998, Worldwide Asset and Liability Modeling