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

zbMATH Open1240.93164MaRDI QIDQ3103017FDOQ3103017

Authors: Tatiana Mamedova, E. V. Desyaev 

Publication date: 25 November 2011

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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)

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