KFU. Card publication. Constant rebalancing strategies with minimal risk

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

CONSTANT REBALANCING STRATEGIES WITH MINIMAL RISK

Form of presentation

Articles in Russian journals and collections

Year of publication

2019

Язык

английский

Authors, employees of KFU

Missarov Mukadas Dmukhtasibovich, author

Shustova Evgeniya Petrovna, author

Bibliographic description in the original language

Missarov M.D. Constant rebalancing strategies with minimal risk / M.D. Missarov, E.P. Shustova // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki . - 2019. Issue 4. - p. 543 - 551

Keywords

constant rebalancing strategy, continuous interest rates, Gaussian and lognormal two-dimensional distributions, variance of terminal capital

The name of the journal

Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=238350&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Missarov Mukadas Dmukhtasibovich	ru_RU
dc.contributor.author	Shustova Evgeniya Petrovna	ru_RU
dc.date.accessioned	2019-01-01T00:00:00Z	ru_RU
dc.date.available	2019-01-01T00:00:00Z	ru_RU
dc.date.issued	2019	ru_RU
dc.identifier.citation	Missarov M.D. Constant rebalancing strategies with minimal risk / M.D. Missarov, E.P. Shustova // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki . - 2019. Issue 4. - p. 543 - 551	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=238350&p_lang=2	ru_RU
dc.description.abstract	Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	constant rebalancing strategy	ru_RU
dc.subject	continuous interest rates	ru_RU
dc.subject	Gaussian and lognormal two-dimensional distributions	ru_RU
dc.subject	variance of terminal capital	ru_RU
dc.title	Constant rebalancing strategies with minimal risk	ru_RU
dc.type	Articles in Russian journals and collections	ru_RU