Capital Asset Pricing — AlterEconomics (Russian Journal Of Economic Theory)

Июн 20

Instrumental Merhids for Determining of the Tangent Portfolio Parameters

Konstantin V. Krinichansky, Anatoly V. Bezrukov 2014 ,№2

Abstract: This article suggests a method to accomplish some problems considered in the model of securities portfolio optimization for the case of risk-free borrowing and lending. The calculating of the...

Сен 20

Love0

Some practical tasks of the portfolio optimization model

Konstantin V. Krinichansky, Anatoly V. Bezrukov 2012 № 3

Abstract: This work suggests a method to accomplish some problems considered in the model of securities portfolio optimization for the case of risk-free borrowing and lending, especially, determining the parameters...