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Optimization of portfolio with Maple

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F12%3A00191086" target="_blank" >RIV/62156489:43110/12:00191086 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216305:26510/12:PU101922

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Optimization of portfolio with Maple

  • Original language description

    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 StockExchange.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GAP403%2F11%2F2085" target="_blank" >GAP403/11/2085: Construction of Methods for Multifactor Assessment of Company complex Performance in Selected Sectors.</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

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

  • ISBN

    978-1-61804-124-1

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    211-216

  • Publisher name

    WSEAS Press

  • Place of publication

    Zlín

  • Event location

    Zlín

  • Event date

    Sep 20, 2012

  • Type of event by nationality

    CST - Celostátní akce

  • UT code for WoS article