Journal Name:
- Mathematica Æterna
Author Name | University of Author |
---|---|
Abstract (2. Language):
Portfolio optimization Problem is to find the securities portfolio min-
imizing the risk for a required return or maximizing the return for a
given risk level.In this paper, we discuss a portfolio investment model
with expected rate of return under non-negative constrains.we proved
some properties of the model.Using these properties, the model solving
will be simplified.
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FULL TEXT (PDF):
- 7
589-591