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

Результат исследований: Глава в книге, отчете, сборнике статейМатериалы конференцииНаучно-исследовательскаярецензирование

2 Цитирования (Scopus)
Язык оригиналаАнглийский
Название основной публикации15th IFAC Workshop on Control Applications of Optimization, CAO 2012
Страницы251-255
Число страниц5
DOI
СостояниеОпубликовано - 2012
Событие15th IFAC Workshop on Control Applications of Optimization, CAO 2012 - Rimini, Италия
Продолжительность: 13 сен 201216 сен 2012

Конференция

Конференция15th IFAC Workshop on Control Applications of Optimization, CAO 2012
СтранаИталия
ГородRimini
Период13/09/201216/09/2012

Отпечаток

Risk management

Ключевые слова

    Предметные области ASJC Scopus

    • Control and Systems Engineering

    Цитировать

    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. стр. 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. в 15th IFAC Workshop on Control Applications of Optimization, CAO 2012. стр. 251-255, 15th IFAC Workshop on Control Applications of Optimization, CAO 2012, Rimini, Италия, 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. стр. 251-255.

    Результат исследований: Глава в книге, отчете, сборнике статейМатериалы конференцииНаучно-исследовательскаярецензирование

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    PY - 2012

    Y1 - 2012

    KW - Bank investment portfolio

    KW - Elton-Padberg-Gruber's portfolio theories

    KW - Markowitz's model

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    M3 - Conference contribution

    SN - 9783902823144

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    EP - 255

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

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