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The study for the portfolio investment in the measurement of maximum risk. (Chinese. English summary) Zbl 0963.91060
Summary: The essay makes a thorough and systematic study of the measurement of the maximal portfolio investment. First, the authors give a careful analysis of the problem and build a mathematical model for this kind of problem. They give a kind of effective solution – critical line.
MSC:
91B28 Finance etc. (MSC2000)
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