Application of the model of Markowitz for the determination of the efficient portfolio of a company of wines

被引：0

作者：

Diaz, M. ^{[1
]}

Bernabeu, R. ^{[2
]}

Olmeda, M. ^{[2
]}

机构：

[1] Univ Castilla La Mancha, Escuela Univ Ingn Tecn Agricola, Ciudad Real 13003, Spain

[2] Univ Castilla La Mancha, Escuela Tecn Super Ingn Agronomos, Albacete 02071, Spain

来源：

ITEA-INFORMACION TECNICA ECONOMICA AGRARIA | 2007年 / 103卷 / 01期

关键词：

portfolio selection; optimization; efficient frontier;

D O I：

暂无

中图分类号：

S8 [畜牧、动物医学、狩猎、蚕、蜂];

学科分类号：

0905 ;

摘要：

The model of Markowitz, referring theoretician from its appearance, was applied, in principle, in the selection of portfolios of values, optimizing the yield at the same time that the reduction of the risk. However, later developments of this model have derived their application in other scopes. This one is the case of the present work, adapted to the efficient selection of the product portfolio of an agro-alimentary company. In this sense, one is as it can be applied to this model by a producing wine company in the management of his portfolio products with the objective to adapt his supply to demanding and more and more selective a demand of wines.

引用

页码：43 / 53

页数：11

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