Title :
The geometric way of portfolio investment
Author :
Xinshu, Tu ; Jian, Wang
Author_Institution :
Admin. Sch., Xiangtan Univ., China
Abstract :
By setting up a critical line equation of portfolio investment without or within a non-negative restriction, we advance a method to find out the optimal weight of portfolio investment, whether its yield or its risk is given
Keywords :
geometry; investment; optimisation; critical line equation; geometric method; nonnegative restriction; optimal weight; portfolio investment; Equations; Investments; Lagrangian functions; Portfolios;
Conference_Titel :
Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
Conference_Location :
Hefei
Print_ISBN :
0-7803-5995-X
DOI :
10.1109/WCICA.2000.862868
