Detail publikačního výsledku

Optimization of Portfolio with Maple

CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.

Originální název

Optimization of Portfolio with Maple

Anglický název

Optimization of Portfolio with Maple

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

The paper introduces essential information of theory of portfolios of securities and presents how to use the Maple software for computation of the efficient frontier and optimal utility of a portfolio of three securities of companies from New York Stock Exchange.

Anglický abstrakt

The paper introduces essential information of theory of portfolios of securities and presents how to use the Maple software for computation of the efficient frontier and optimal utility of a portfolio of three securities of companies from New York Stock Exchange.

Klíčová slova

Economics; Financial modeling; Maple; Portfolio; Computer simulation

Klíčová slova v angličtině

Economics; Financial modeling; Maple; Portfolio; Computer simulation

Autoři

CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.

Rok RIV

2013

Vydáno

20.09.2012

Nakladatel

Zlín : WSEAS Press

Místo

Zlín

ISBN

978-1-61804-124-1

Kniha

Proceedings of the 1st WSEAS Intenational Conference on Finance, Accounting and Auditing (FAA 12)

Edice

1

Strany od

211

Strany do

216

Strany počet

6

BibTex

@inproceedings{BUT97146,
  author="Zuzana {Chvátalová} and Jiří {Hřebíček}",
  title="Optimization of Portfolio with Maple",
  booktitle="Proceedings of the 1st WSEAS Intenational Conference on Finance, Accounting and Auditing (FAA 12)",
  year="2012",
  series="1",
  pages="211--216",
  publisher="Zlín : WSEAS Press",
  address="Zlín",
  isbn="978-1-61804-124-1"
}