Control of profitability and risk of foreign exchange portfolio by method of E. V. Voskresensky

MaRDI QIDQ3103017zbMATH OpenFDO

Authors Tatiana Mamedova, E. V. Desyaev

Publication date 25 November 2011

zbMATH Keywords

riskcontrolprofitabilityforeign portfolio

Mathematics Subject Classification ID

Portfolio theory (91G10) Control/observation systems governed by ordinary differential equations (93C15) Application models in control theory (93C95)

Recommendations

• The dynamic control of risk in optimised portfolios
• Algorithm of optimal portfolio diversification
• On nontraditional problems of portfolio management
• Portfolio optimization with restrictions
• Optimal control of the portfolio

This page was built for publication: Control of profitability and risk of foreign exchange portfolio by method of E. V. Voskresensky

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3103017)