| Title |
Bimatricinio lošimo modelis investiciniam portfeliui sudaryti / |
| Translation of Title |
Bimatrix game model for the selection of investment portfolio. |
| Authors |
Vakrinienė, Sigutė ; Misevičius, Gintautas |
| DOI |
10.15388/LMR.2009.58 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys.. Vilnius : Vilniaus universiteto leidykla. 2009, t. 50, p. 328-333.. ISSN 0132-2818. eISSN 2335-898X |
| Keywords [eng] |
investment portfolio ; bimatrix game ; Nash equilibria |
| Abstract [eng] |
This research suggests a Nash equilibriamodel for the selection of investment portfolios. The components of portfolio are found by solving linear programming task with binary variables. In the experimental part of the research ineffective portfolios exerted from this model are tested referring to the statistical data of the stock market indexes of several countries. Realizations of the suggested portfolios are compared to realizations of effective portfolios. |
| Published |
Vilnius : Vilniaus universiteto leidykla |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2009 |
| CC license |
|
