An Approach to Forming and Managing a Portfolio of Financial Securities by Small and Medium Price-Taking Traders in a Stock Exchange

DOI10.1007/978-3-319-18161-5_22zbMath1371.91150OpenAlexW2293679657MaRDI QIDQ5356990

Lyudmila Egorova, A. S. Belen'kij

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

zbMATH Keywords

portfoliolinear programmingsaddle pointsprice-taking tradersdynamics of financial securitiesrandom variable distributiontwo-person games on polyhedral sets of disjoint player strategies

Mathematics Subject Classification ID

Linear programming (90C05) 2-person games (91A05) Portfolio theory (91G10)

Related Items (1)

Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders

Cites Work

• Minimax planning problems with linear constraints and methods of their solution
• Two Classes of Games on Polyhedral Sets in Systems Economic Studies
• Unnamed Item

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