自动化与信息科学期刊
每年出版 12 期
ISSN 打印: 1064-2315
ISSN 在线: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
The Problem on Security Portfolio Selection and Analysis of Sensitivity in Static Problems of Investment Management
卷 36,
册 8, 2004,
pp. 60-65
DOI: 10.1615/JAutomatInfScien.v36.i8.50
摘要
The static problems of investment management are considered. The sensitivity analysis is carried out and sensitivity coefficients of investment portfolio optimal weight coefficients with respect to variations of securities costs are determined.
对本文的引用
-
Kulian Victor, Yunkova Olena, Korobova Marina, Digital Optimization of Portfolio with Market Restrictions, 2019 IEEE International Conference on Advanced Trends in Information Theory (ATIT), 2019. Crossref
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