Studying of the investment process by the mathematical programming methods
DOI:
https://doi.org/10.14308/ite000058Keywords:
diversification, investment, optimization, programming, research, ventureAbstract
In this article are represented the economic and mathematical foundations and structure of the program, that study investment process by the mathematical programming methods.
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References
<uk>
1. Бенинга Ш. Финансовое моделирование с использованием EXCEL – М.: “Вильямс”, 2007. – 592с.
2. Sharpe W.F. (1964) “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of risk”, Journal of Finance, 19 (September), pp. 425 – 442.
3. Sharpe W.F. (1988) Investments. Englewood Cliffs, New York: Prentice Hall.
4. Black, F. (1972) “Capital Market Equilibrium with Restricted Borrowing”, Journal of Business, 45 (July), pp. 444 – 455.
5. Удовенко В.А. FOREX. – М.: “Вильямс”, 2008. – 384с.
6. Гох Л. Как реально работает фондовый рынок. М.: “Баланс Бизнес Букс”, 2006. – 367с.
7. Доугерти К. Введение в эконометрику. – М.: “Инфра-М”,1997. – 402с.
8. Roll R. (1977) “A Critique of the Asset Pricing Theory’s Tests, Part 1:”, Journal of Financial Economics, 4 (March), pp. 129 – 176.
9. Хэмди А. Таха Введение в исследование операций. – М.: “Вильямс”, 2001. – 912с.
10. Хаертфельдер М., Лозовская Е.С., Хануш Е. Фундаментальный и технический анализ рынка ценных бумаг. – СПб.: “Питер”, 2004. – 478с.
</uk>
<en>
1. Beninga Sh. Finansovoe modelirovanie s ispol'zovaniem EXCEL – M.: “Vil'jams”, 2007. – 592s.
2. Sharpe W.F. (1964) “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of risk”, Journal of Finance, 19 (September), pp. 425 – 442.
3. Sharpe W.F. (1988) Investments. Englewood Cliffs, New York: Prentice Hall.
4. Black, F. (1972) “Capital Market Equilibrium with Restricted Borrowing”, Journal of Business, 45 (July), pp. 444 – 455.
5. Udovenko V.A. FOREX. – M.: “Vil'jams”, 2008. – 384s.
6. Goh L. Kak real'no rabotaet fondovyj rynok. M.: “Balans Biznes Buks”, 2006. – 367s.
7. Dougerti K. Vvedenie v jekonometriku. – M.: “Infra-M”,1997. – 402s.
8. Roll R. (1977) “A Critique of the Asset Pricing Theory’s Tests, Part 1:”, Journal of Financial Economics, 4 (March), pp. 129 – 176.
9. Hjemdi A. Taha Vvedenie v issledovanie operacij. – M.: “Vil'jams”, 2001. – 912s.
10. Haertfel'der M., Lozovskaja E.S., Hanush E. Fundamental'nyj i tehnicheskij analiz rynka cennyh bumag. – SPb.: “Piter”, 2004. – 478s.
</en>
1. Бенинга Ш. Финансовое моделирование с использованием EXCEL – М.: “Вильямс”, 2007. – 592с.
2. Sharpe W.F. (1964) “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of risk”, Journal of Finance, 19 (September), pp. 425 – 442.
3. Sharpe W.F. (1988) Investments. Englewood Cliffs, New York: Prentice Hall.
4. Black, F. (1972) “Capital Market Equilibrium with Restricted Borrowing”, Journal of Business, 45 (July), pp. 444 – 455.
5. Удовенко В.А. FOREX. – М.: “Вильямс”, 2008. – 384с.
6. Гох Л. Как реально работает фондовый рынок. М.: “Баланс Бизнес Букс”, 2006. – 367с.
7. Доугерти К. Введение в эконометрику. – М.: “Инфра-М”,1997. – 402с.
8. Roll R. (1977) “A Critique of the Asset Pricing Theory’s Tests, Part 1:”, Journal of Financial Economics, 4 (March), pp. 129 – 176.
9. Хэмди А. Таха Введение в исследование операций. – М.: “Вильямс”, 2001. – 912с.
10. Хаертфельдер М., Лозовская Е.С., Хануш Е. Фундаментальный и технический анализ рынка ценных бумаг. – СПб.: “Питер”, 2004. – 478с.
</uk>
<en>
1. Beninga Sh. Finansovoe modelirovanie s ispol'zovaniem EXCEL – M.: “Vil'jams”, 2007. – 592s.
2. Sharpe W.F. (1964) “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of risk”, Journal of Finance, 19 (September), pp. 425 – 442.
3. Sharpe W.F. (1988) Investments. Englewood Cliffs, New York: Prentice Hall.
4. Black, F. (1972) “Capital Market Equilibrium with Restricted Borrowing”, Journal of Business, 45 (July), pp. 444 – 455.
5. Udovenko V.A. FOREX. – M.: “Vil'jams”, 2008. – 384s.
6. Goh L. Kak real'no rabotaet fondovyj rynok. M.: “Balans Biznes Buks”, 2006. – 367s.
7. Dougerti K. Vvedenie v jekonometriku. – M.: “Infra-M”,1997. – 402s.
8. Roll R. (1977) “A Critique of the Asset Pricing Theory’s Tests, Part 1:”, Journal of Financial Economics, 4 (March), pp. 129 – 176.
9. Hjemdi A. Taha Vvedenie v issledovanie operacij. – M.: “Vil'jams”, 2001. – 912s.
10. Haertfel'der M., Lozovskaja E.S., Hanush E. Fundamental'nyj i tehnicheskij analiz rynka cennyh bumag. – SPb.: “Piter”, 2004. – 478s.
</en>
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Published
09.12.2009
How to Cite
Veitsblit О. (2009). Studying of the investment process by the mathematical programming methods. Journal of Information Technologies in Education (ITE), (3), 088–092. https://doi.org/10.14308/ite000058
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