Optimization of portfolio with Maple

CHVÁTALOVÁ, Zuzana and Jiří HŘEBÍČEK. Optimization of portfolio with Maple. In D. Pavelková, J. Strouhal, M. Paseková Eds. Proceedings of the 1st WSEAS International Conference on Finance, Accounting and Auditing (FAA´12). Zlín: WSEAS Press, 2012, p. 211 - 216. ISBN 978-1-61804-124-1.

Basic information

Original name

Optimization of portfolio with Maple

Name in Czech

Optimalizace portfolia s Maple

Authors

CHVÁTALOVÁ, Zuzana and Jiří HŘEBÍČEK

Edition

Zlín, Proceedings of the 1st WSEAS International Conference on Finance, Accounting and Auditing (FAA´12), p. 211 - 216, 6 pp. 2012

Publisher

WSEAS Press

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Other information

Language

English

Type of outcome

Proceedings paper

Field of Study

50600 5.6 Political science

Country of publisher

Czech Republic

Confidentiality degree

is not subject to a state or trade secret

Organization unit

Institute of Biostatistics and Analyses

ISBN

978-1-61804-124-1

Keywords (in Czech)

Výpočetní finance; ekonomie; finanční modelování; Maple; portfolia; počítačová simulace

Keywords in English

Computational finance; Economics; Financial modeling; Maple; Portfolio; Computer simulation

Tags

International impact, Reviewed

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Abstract

In the original language

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.

In Czech

Příspěvek představuje základní informace z teorie portfolií cenných papírů a uvádí, jak používat Maple software pro výpočet efektivní hranice a optimální užitečnosti portfolia tří cenných papírů společností z New York Stock Exchange.