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Title variants
How To Calculate Portfolio Risk Under Short Sale
Languages of publication
Abstracts
In the work a way to calculate portfolio risk under short sale is presented. The risk is a scalar product of the Lagrange multipliers vector and the column of free items in the equation system of limiting conditions imposed on the elements of vector P. It is shown that it is possible to give it without the necessity of prior determining all factors of the mentioned product.
Keywords
Year
Volume
Physical description
Dates
published
2007
Contributors
References
Document Type
Publication order reference
Identifiers
URI
http://hdl.handle.net/11089/16494
YADDA identifier
bwmeta1.element.hdl_11089_16494
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