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Avtomatika i Telemekhanika, 2003, Issue 7, Pages 77–86 (Mi at1909)  
This article is cited in 9 scientific papers (total 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
Full-text PDF (430 kB) Citations (9)
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Presented by the member of Editorial Board: A. I. Kibzun

Received: 22.01.2002
English version:
Automation and Remote Control, 2003, Volume 64, Issue 7, Pages 1086–1093
DOI: https://doi.org/10.1023/A:1024730101068
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. S. Gerasimov, V. V. Dombrovskii, “Dynamic Network Model of Managing Investment Portfolio under Random Stepwise Changes in Volatilities of Financial Assets”, Avtomat. i Telemekh., 2003, no. 7, 77–86; Autom. Remote Control, 64:7 (2003), 1086–1093
Citation in format AMSBIB
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    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Full-text PDF :110
    References:36
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