Mathematical Models in Investment Strategies Regarding Portfolio of Minimal Risk

Anghel Panait ()
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Anghel Panait: Ovidius University Economic Sciences

Ovidius University Annals, Economic Sciences Series, 2010, vol. X, issue 1, 865-867

Abstract: In this paper we consider continuous-time market models. We can speak here about the theory of portfolio optimization where H. Markowitz had great results on the meanvariance criterion to judge investment strategies in security markets.

Keywords: investment strategies; risk; mathematical model; portfolio (search for similar items in EconPapers)
JEL-codes: C65 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:ovi:oviste:v:10:y:2010:i:1:p:865-867

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