Acta Physica Polonica B

Vol. 36, No. 8, August 2005, page 2589


Effective Portfolios --- Econometrics and Statistics in Search of Profitable Investments

U. Skornik-Pokarowska

Methods of constructing effective portfolios based on mathematical statistics are presented and compared with methods based on econometrics, multi-criteria optimization and on-line investments.

PACS numbers: 89.75.--k



 
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