THE EXTREME WEIGHTS IN THE INDEX PORTFOLIO OF CONSTANT-PROPORTION STRATEGIES

Y. F. Kasimov; M. I. Timerbaev

Civil Aviation High Technologies
Nauchnyi Vestnik MGTU GA

ISSN 2079-0619 (Print)
ISSN 2542-0119 (Online)

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Kasimov Y.F., Timerbaev M.I. THE EXTREME WEIGHTS IN THE INDEX PORTFOLIO OF CONSTANT-PROPORTION STRATEGIES. Civil Aviation High Technologies. 2018;21(2):71-82. (In Russ.) https://doi.org/10.26467/2079-0619-2018-21-2-71-82

This work is licensed under a Creative Commons Attribution 4.0 License.

ISSN 2079-0619 (Print)
ISSN 2542-0119 (Online)

Editor-in-Chief

Eliseev B.P.

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About the Authors

Y. F. Kasimov
Financial University under The Government of Russian Federation, Moscow
Russian Federation

Associated Professor of Applied Mathematics Chair

M. I. Timerbaev
Financial University under The Government of Russian Federation, Moscow
Russian Federation

Student of International Relations Faculty of Financial University under The Government of Russian Federation

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