Metody optimalizace ve financích
In this diploma paper we discuss selected optimization methods and mathematical programming models. We focus on optimization models of optimal portfolio selection problem. We consider the problem of finding optimal portfolio under criterion of maximizing expected return and risk minimizing. For sele...
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| Format: | Dissertation |
| Language: | Slovak |
| Published: |
2009
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| Online Access: | http://www.nusl.cz/ntk/nusl-273229 |