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Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. / Nepp, Alexander N.; Kruglikov, Sergey V.; Pusanova, Marina V. и др.
15th IFAC Workshop on Control Applications of Optimization, CAO 2012. 2012. стр. 251-255.

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Harvard

Nepp, AN, Kruglikov, SV, Pusanova, MV & Kuprina, TV 2012, Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. в 15th IFAC Workshop on Control Applications of Optimization, CAO 2012. стр. 251-255, 15th IFAC Workshop on Control Applications of Optimization, CAO 2012, Rimini, Италия, 13/09/2012. https://doi.org/10.3182/20120913-4-IT-4027.00058

APA

Nepp, A. N., Kruglikov, S. V., Pusanova, M. V., & Kuprina, T. V. (2012). Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. в 15th IFAC Workshop on Control Applications of Optimization, CAO 2012 (стр. 251-255) https://doi.org/10.3182/20120913-4-IT-4027.00058

Vancouver

Nepp AN, Kruglikov SV, Pusanova MV, Kuprina TV. Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. в 15th IFAC Workshop on Control Applications of Optimization, CAO 2012. 2012. стр. 251-255 doi: 10.3182/20120913-4-IT-4027.00058

Author

Nepp, Alexander N. ; Kruglikov, Sergey V. ; Pusanova, Marina V. и др. / Using portfolio models as a mark of efficiency of bank investment risk-taking strategy. 15th IFAC Workshop on Control Applications of Optimization, CAO 2012. 2012. стр. 251-255

BibTeX

@inproceedings{1559bf3c29ba414a95dc83efabce66eb,
title = "Using portfolio models as a mark of efficiency of bank investment risk-taking strategy",
keywords = "Bank investment portfolio, Elton-Padberg-Gruber's portfolio theories, Markowitz's model, Portfolio models",
author = "Nepp, {Alexander N.} and Kruglikov, {Sergey V.} and Pusanova, {Marina V.} and Kuprina, {Tamara V.}",
year = "2012",
doi = "10.3182/20120913-4-IT-4027.00058",
language = "English",
isbn = "9783902823144",
pages = "251--255",
booktitle = "15th IFAC Workshop on Control Applications of Optimization, CAO 2012",
note = "15th IFAC Workshop on Control Applications of Optimization, CAO 2012 ; Conference date: 13-09-2012 Through 16-09-2012",

}

RIS

TY - GEN

T1 - Using portfolio models as a mark of efficiency of bank investment risk-taking strategy

AU - Nepp, Alexander N.

AU - Kruglikov, Sergey V.

AU - Pusanova, Marina V.

AU - Kuprina, Tamara V.

PY - 2012

Y1 - 2012

KW - Bank investment portfolio

KW - Elton-Padberg-Gruber's portfolio theories

KW - Markowitz's model

KW - Portfolio models

UR - http://www.scopus.com/inward/record.url?scp=84881074122&partnerID=8YFLogxK

U2 - 10.3182/20120913-4-IT-4027.00058

DO - 10.3182/20120913-4-IT-4027.00058

M3 - Conference contribution

AN - SCOPUS:84881074122

SN - 9783902823144

SP - 251

EP - 255

BT - 15th IFAC Workshop on Control Applications of Optimization, CAO 2012

T2 - 15th IFAC Workshop on Control Applications of Optimization, CAO 2012

Y2 - 13 September 2012 through 16 September 2012

ER -

ID: 1067893