DocumentCode
354050
Title
The geometric way of portfolio investment
Author
Xinshu, Tu ; Jian, Wang
Author_Institution
Admin. Sch., Xiangtan Univ., China
Volume
3
fYear
2000
fDate
2000
Firstpage
1957
Abstract
By setting up a critical line equation of portfolio investment without or within a non-negative restriction, we advance a method to find out the optimal weight of portfolio investment, whether its yield or its risk is given
Keywords
geometry; investment; optimisation; critical line equation; geometric method; nonnegative restriction; optimal weight; portfolio investment; Equations; Investments; Lagrangian functions; Portfolios;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
Conference_Location
Hefei
Print_ISBN
0-7803-5995-X
Type
conf
DOI
10.1109/WCICA.2000.862868
Filename
862868
Link To Document