کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
471641 698653 2006 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Applications of geometric moment theory related to optimal portfolio management
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
Applications of geometric moment theory related to optimal portfolio management
چکیده انگلیسی

In this article, we start with the brief description of the essence of geometric moment theory method for optimization of integrals due to Kemperman [1–3]. Then, we solve several new Moment problems with applications to stock market and financial mathematics. That is, we give methods for optimal allocation of funds over stocks and bonds at maximum return. More precisely, we present here the optimal portfolio management under optimal selection of securities so to maximize profit. The above are done within the models of optimal frontier and optimizing concavity.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Mathematics with Applications - Volume 51, Issues 9–10, May 2006, Pages 1405-1430