The algorithm for constructing aggregate of effective portfolio. The analysis of it’s employment on the Russian market

Hanin Dmitriy Grigorievich ()
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Hanin Dmitriy Grigorievich: Russian Prezidental Academy of National Economy and Public Administration

Published Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: The article consists of the algorithm for constructing approximate line of effective front, based on author’s formulas

Keywords: Profitability; mean square deviation; structural product; aggregate of effective portfolio; line of effective front; risk tolerance (search for similar items in EconPapers)
Pages: 58-63
Date: 2012-08
Note: Published in Economic analysis: theory and practice
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