RISK MANAGEMENT OF INVESTMENT PORTFOLIO BY FUTURE
The article considers the problem of the dynamic risk management of the investment portfolio using future contracts. The management starts with the concept of effective inhomogeneous portfolios, which contain futures together with underlying asserts. The effective portfolios are defined as the ones...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
Moscow State Technical University of Civil Aviation
2017-05-01
|
| Series: | Научный вестник МГТУ ГА |
| Subjects: | |
| Online Access: | https://avia.mstuca.ru/jour/article/view/1070 |