| dc.contributor.author | Misevičius, Gintautas | |
| dc.contributor.author | Vakrinienė, Sigutė | |
| dc.date.accessioned | 2023-09-18T17:17:06Z | |
| dc.date.available | 2023-09-18T17:17:06Z | |
| dc.date.issued | 2012 | |
| dc.identifier.issn | 1822-511X | |
| dc.identifier.other | (BIS)VUB02-000045310 | |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/121396 | |
| dc.description.abstract | This research suggests a maxmin model for the selection of investment portfolios. Introduction of risk evaluation coefficients results in finding the components of portfolio by solving linear programming task in one model and non-linear programming problem task in the other. In the experimental part of the research, ineffective portfolios exerted from these models are tested referring to the statistical data of the Baltic stock market. Realizations of the suggested portfolios with different risk coefficient values are compared to effective (Pareto optimal) realizations of portfolios. | eng |
| dc.format.extent | p. 79-88 | |
| dc.format.medium | tekstas / txt | |
| dc.language.iso | eng | |
| dc.relation.isreferencedby | MathSciNet | |
| dc.relation.isreferencedby | Zentralblatt MATH (zbMATH) | |
| dc.relation.isreferencedby | Mathematical Reviews/MathSciNet | |
| dc.source.uri | http://siauliaims.su.lt/pdfai/2012/Mise-Vakr-2012.pdf | |
| dc.title | Linear and non-linear optimization models for the selection of investment portfolio | |
| dc.type | Straipsnis kitoje DB / Article in other DB | |
| dcterms.references | 9 | |
| dc.type.pubtype | S3 - Straipsnis kitoje DB / Article in other DB | |
| dc.contributor.institution | Vilniaus universitetas | |
| dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
| dc.contributor.faculty | Fundamentinių mokslų fakultetas / Faculty of Fundamental Sciences | |
| dc.subject.researchfield | N 001 - Matematika / Mathematics | |
| dc.subject.en | Investment portfolio | |
| dc.subject.en | Linear programming | |
| dc.subject.en | Non-linear programming | |
| dc.subject.en | Matrix game | |
| dcterms.sourcetitle | Šiauliai mathematical seminar / Šiauliai University | |
| dc.description.volume | Vol. 7 | |
| dc.publisher.name | Šiaulių universiteto leidykla | |
| dc.publisher.city | Šiauliai | |
| dc.identifier.doi | VGT02-000025718 | |
| dc.identifier.elaba | 4644708 | |
