haku: @author Meäko, I. / yhteensä: 1
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| Tekijä: | Meäko, I. |
| Otsikko: | Analiza tveganja pri nalo`bah v vrednostne papirje |
| Lehti: | Nase gospodarstvo
1994 : VOL. 40:1-2, p. 45-57 |
| Asiasana: | OPERATIONAL RESEARCH OPTIMIZATION GOAL PROGRAMMING INVESTMENTS SECURITIES PROFITABILITY RISK ANALYSIS |
| Kieli: | slv |
| Tiivistelmä: | In security investment we wish, in addition to sufficient profitability, also to achieve a sufficiently low risk.In this paper, an example for the formation of the investment portfolio has been solved by the mixed integer linear optimization meeting the subjective requirements for relaible investments.The problem has been dealt with the goal optimization method.Further, a continuous minimization of risk at given profitability for the investment in three or more types of securities, and with it linked combination lines at the investments in two kinds of securities has been discussed.The theoretical results are applied on the numerical example. |
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