Publication detail

Optimization of Portfolio with Maple

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"
}