Effective portfolio theory’s opportunity on the Russian stock market
There are portfolio models of capital issues, which related to crisis and pre-crisis periods and calculated on basis of market quotation using the primary effective front’s approximation algorithm in the article
Authors: | Grigorievich, Hanin Dmitriy |
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Published in: |
Published Papers. - Russian Presidential Academy of National Economy and Public Administration (RANEPA). - Vol. - Issue 5(260) Year 2012, February, p. 44-51
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Publisher: |
Russian Presidential Academy of National Economy and Public Administration (RANEPA) |
Subject: | Effective portfolio theory | average of distribution | mean square deviation | correlation |
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