The Forming of an Optimum Investment Portfolio.

Dmitry Pavlov: The Forming of an Optimum Investment Portfolio CSIT 2000 : 191-193

Abstract

In this paper the problem of forming of an optimum investment portfolio is observed. The original algorithm of an investment portfolio calculation is described.

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Printed Edition

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

Electronic Edition