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  2. For business economics
  3. Chapter 5: Optimization
  4. Applications 3
  5. Optimal portfolio selection

Optimal portfolio selection

Introduction: Recall the modern portfolio theory.

By the use of that theory we can determine the optimal portfolio for each investor. In this section we show we can apply this theory to a situation with a savings acount and one risky asset (Example 1 and Example 2), and to a situation with a savings acount and two risky assets.
‹ Vorige paginaExercise 2
Volgende paginaExample 1 ›
Wiskunde Mathematics for business economics leeromgeving

 

  • Chapter 1: Functions of one variable
  • Chapter 2: Differentiation of functions of one variable
  • Chapter 3: Functions of two variables
  • Chapter 4: Differentiation of functions of two variables
  • Chapter 5: Optimization
    • Optimization functions of one variable
    • Applications 1
    • Optimization functions of two variables
    • Applications 2
    • Optimization constrained extremum problems
    • Applications 3
      • Utility maximization consumer
      • Cost minimization producer
      • Optimal portfolio selection
        • Example 1
        • Exercise 1
        • Example 2
        • Exercise 2
        • Example 3
        • Exercise 3
    • Optimization convex/concave functions
  • Chapter 6: Areas and integrals

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