On approximate solution of the problem of formation of the fixed-income portfolio of securities (Q612079)
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scientific article; zbMATH DE number 5831109
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| English | On approximate solution of the problem of formation of the fixed-income portfolio of securities |
scientific article; zbMATH DE number 5831109 |
Statements
On approximate solution of the problem of formation of the fixed-income portfolio of securities (English)
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3 January 2011
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fixed-income portfolio
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quantile performance index
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linearization method
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random parameters
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optimal portfolio
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0.8454800844192505
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0.7795994877815247
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0.7419477105140686
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