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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2003 Issue 7, Pages 77–86 (Mi at1909)

This article is cited in 9 papers

Risks in Economics and Financing

Dynamic Network Model of Managing Investment Portfolio under Random Stepwise Changes in Volatilities of Financial Assets

E. S. Gerasimov, V. V. Dombrovskii

Tomsk State University

Presented by the member of Editorial Board: A. I. Kibzun

Received: 22.01.2002


 English version:
Automation and Remote Control, 2003, 64:7, 1086–1093

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