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CHVÁTALOVÁ, Z. HŘEBÍČEK, J.
Original Title
Optimization of Portfolio with Maple
Type
conference paper
Language
English
Original Abstract
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.
Keywords
Economics; Financial modeling; Maple; Portfolio; Computer simulation
Authors
CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.
RIV year
2012
Released
20. 9. 2012
Publisher
Zlín : WSEAS Press
Location
Zlín
ISBN
978-1-61804-124-1
Book
Proceedings of the 1st WSEAS Intenational Conference on Finance, Accounting and Auditing (FAA 12)
Edition
1
Pages from
211
Pages to
216
Pages count
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" }