Inverse eventological Markowitz' problem: The analytical solving


Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций

Конференция: IASTED International Multi-Conference on Automation, Control, and Information Technology; Novosibirsk, RUSSIA; Novosibirsk, RUSSIA

Год издания: 2005

Ключевые слова: inverse Markovitz' problem; eventology

Аннотация: Eventology is the new direction of the probability theory which studies the laws of movement the casual events sets. Their existence justifies an unbearably easy observation: the matter and the mind are just a comfortable way of the events linking in a turn [4]. Application of the methods of this relatively young science sometimes Показать полностьюgives the new life to the classical theories in which many scientists have put if not a dot, but semicolon. It makes us consider the "hackneyed" problems under the new "fresh" angle. That's why "God didn't give us the absolute knowledge about the World around, so that, we could be as cheerful as children considering it under different angles and finding the small part of this knowledge". In our article we're trying to consider one the fundamental theories of the portfolio analysis - Markovitz's problem under the eventology prism.

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Журнал: Proceedings of the Second IASTED International Multi-Conference on Automation, Control, and Information Technology - Automation, Control, and Applications

Номера страниц: 390-392

Место издания: CALGARY

Издатель: ACTA PRESS


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