Dmitry Pavlov: The Forming of an Optimum Investment Portfolio CSIT 2000 : 191-193
In this paper the problem of forming of an optimum investment portfolio is observed. The original algorithm of an investment portfolio calculation is described.
Copyright © 2000 by the Institute for Contemporary Education "JurInfoR-MSU". Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the CSIT copyright notice and the title of the publication and its date appear, and notice is given that copying is by permission of the Institute for Contemporary Education JMSUICE. To copy otherwise, or to republish, requires a fee and/or special permission from the JMSUICE.
Heinz Schweppe and Yuri S. Kabalnov (Eds.): CSIT'2000, Proceedings of 2nd International Workshop on Computer Science and Information Technologies, September 18-23, 2000, Ufa, Russia. USATU Publishers & JurInfoR-MSU Publishing 2000, ISBN 5-86911-312-1