An Approach to Forming and Managing a Portfolio of Financial Securities by Small and Medium Price-Taking Traders in a Stock Exchange
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Publication:5356990
DOI10.1007/978-3-319-18161-5_22zbMath1371.91150MaRDI QIDQ5356990
A. S. Belen'kij, Lyudmila Egorova
Publication date: 12 September 2017
Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-18161-5_22
portfolio; linear programming; saddle points; price-taking traders; dynamics of financial securities; random variable distribution; two-person games on polyhedral sets of disjoint player strategies