Tatyana Obedko

Tomsk State University

36, Lenina Avenue

Tomsk, 634050

Russia

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Portfolio Optimization in the Financial Market with Correlated Returns Under Constraints, Transaction Costs and Different Rates for Borrowing and Lending

Number of pages: 8 Posted: 31 Oct 2014

Vladimir Dombrovskii and Tatyana Obedko

Tomsk State University and Tomsk State University

Downloads 136 (540,814)

Abstract:

2.

Portfolio Optimization in the Financial Market with Regime Switching Under Constraints, Transaction Costs and Different Rates for Borrowing and Lending

Number of pages: 8 Posted: 10 Oct 2014

Vladimir Dombrovskii and Tatyana Obedko

Tomsk State University and Tomsk State University

Downloads 132 (572,948)

Abstract:

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