Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Jerzy Tymiński
A Concept of Using a Dynamic Programming Method to Optimize an Investment Portfolio Allowing for Asymmetric Rates of Return and a Minimum Risk Portfolio
Financial Sciences
Related publications
Ethical Investment and Portfolio Theory: Using Factor Analysis to Select a Portfolio
Journal of Mathematical Finance
A Dynamic Portfolio of American Option Using Fuzzy Binomial Method
Journal of Innovative Technology and Education
Linear Programming Techniques to Optimize Bank of Baroda’s Loan Portfolio
International Journal of Trend in Scientific Research and Development
Risk Management of a Bond Portfolio Using Options
Insurance: Mathematics and Economics
Uncertainty
Economics
Statistics
Econometrics
Probability
Forming an Optimal Investment Portfolio
International Journal of Innovative Technology and Exploring Engineering
Mechanics of Materials
Electronic Engineering
Civil
Structural Engineering
Electrical
Computer Science
Portfolio Size, Non-Trading Frequency and Portfolio Return Autocorrelation
Journal of International Financial Markets, Institutions and Money
Economics
Econometrics
Finance
Maximum Entropy Model for Forming an Investment Portfolio
Herald of Tver State University. Series: Applied Mathematics
Portfolio Investment in an Intertemporal Setting
OECD Working Papers on Insurance and Private Pensions
Geometric Return and Portfolio Analysis
SSRN Electronic Journal
