On the Microeconomic Problems Studied by Portfolio Theory

被引：8

作者：

Nikonov, Oleg ^{[1
]}

Medvedeva, Marina ^{[1
]}

机构：

[1] Ural Fed Univ, Ekaterinburg 620002, Russia

来源：

NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2012), VOLS A AND B | 2012年 / 1479卷

关键词：

Portfolio investment theory; efficient portfolios of bank instruments; efficient portfolios of suppliers;

D O I：

10.1063/1.4756642

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the paper we consider economically motivated problems, which are treated with the help of methods of portfolio theory that goes back to the papers by H. Markowitz [1] and J. Tobin [2]. We show that the portfolio theory initially developed for risky securities (stocks) could be applied to other objects. In the present paper we consider several situations where such an application is reasonable and seems to be fruitful. Namely, we consider the problems of constructing the efficient portfolio of banking services and the portfolio of counteragents of a firm.

引用

页码：2253 / 2256

页数：4

共 5 条

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[2]

Helfat C.E., 1988, Investment Choices in Industry

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Markowitz, Harry .

JOURNAL OF FINANCE, 1952, 7 (01) :77-91

[4] Efficient Portfolios of the Energy Technologies [J].

Nikonov, Oleg I. ;

Medvedeva, Marina A. .

NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011: INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS A-C, 2011, 1389

[5]

Tobin J., 1958, REV EC STUD

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