Using portfolio models as a mark of efficiency of bank investment risk-taking strategy

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

2 Citations (Scopus)
Original languageEnglish
Title of host publication15th IFAC Workshop on Control Applications of Optimization, CAO 2012
Pages251-255
Number of pages5
DOIs
Publication statusPublished - 2012
Event15th IFAC Workshop on Control Applications of Optimization, CAO 2012 - Rimini, Italy
Duration: 13 Sep 201216 Sep 2012

Conference

Conference15th IFAC Workshop on Control Applications of Optimization, CAO 2012
CountryItaly
CityRimini
Period13/09/201216/09/2012

Fingerprint

Risk management

Keywords

  • Bank investment portfolio
  • Elton-Padberg-Gruber's portfolio theories
  • Markowitz's model
  • Portfolio models

ASJC Scopus subject areas

  • Control and Systems Engineering

Cite this

Nepp, Alexander N. ; Kruglikov, Sergey V. ; Pusanova, Marina V. ; Kuprina, Tamara V. / Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. 15th IFAC Workshop on Control Applications of Optimization, CAO 2012. 2012. pp. 251-255
@inproceedings{1559bf3c29ba414a95dc83efabce66eb,
title = "Using portfolio models as a mark of efficiency of bank investment risk-taking strategy",
keywords = "Bank investment portfolio, Elton-Padberg-Gruber's portfolio theories, Markowitz's model, Portfolio models",
author = "Nepp, {Alexander N.} and Kruglikov, {Sergey V.} and Pusanova, {Marina V.} and Kuprina, {Tamara V.}",
year = "2012",
doi = "10.3182/20120913-4-IT-4027.00058",
language = "English",
isbn = "9783902823144",
pages = "251--255",
booktitle = "15th IFAC Workshop on Control Applications of Optimization, CAO 2012",

}

Nepp, AN, Kruglikov, SV, Pusanova, MV & Kuprina, TV 2012, Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. in 15th IFAC Workshop on Control Applications of Optimization, CAO 2012. pp. 251-255, 15th IFAC Workshop on Control Applications of Optimization, CAO 2012, Rimini, Italy, 13/09/2012. https://doi.org/10.3182/20120913-4-IT-4027.00058

Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. / Nepp, Alexander N.; Kruglikov, Sergey V.; Pusanova, Marina V.; Kuprina, Tamara V.

15th IFAC Workshop on Control Applications of Optimization, CAO 2012. 2012. p. 251-255.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

TY - GEN

T1 - Using portfolio models as a mark of efficiency of bank investment risk-taking strategy

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AU - Kruglikov, Sergey V.

AU - Pusanova, Marina V.

AU - Kuprina, Tamara V.

PY - 2012

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KW - Elton-Padberg-Gruber's portfolio theories

KW - Markowitz's model

KW - Portfolio models

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U2 - 10.3182/20120913-4-IT-4027.00058

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SN - 9783902823144

SP - 251

EP - 255

BT - 15th IFAC Workshop on Control Applications of Optimization, CAO 2012

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