{"title":"Some practical aspects of portfolio management","authors":"Lorenzo R. Schiavina","doi":"10.1016/0377-841X(79)90047-0","DOIUrl":null,"url":null,"abstract":"<div><p>A heuristic approach to the problem of portfolio management is introduced as a dynamic extension of the portfolio selection problem. Both term and option contracts are fitted into the proposed scheme in order to achieve a realistic model for practical purposes.</p></div>","PeriodicalId":100475,"journal":{"name":"Engineering and Process Economics","volume":"4 2","pages":"Pages 349-353"},"PeriodicalIF":0.0000,"publicationDate":"1979-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/0377-841X(79)90047-0","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Engineering and Process Economics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/0377841X79900470","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
A heuristic approach to the problem of portfolio management is introduced as a dynamic extension of the portfolio selection problem. Both term and option contracts are fitted into the proposed scheme in order to achieve a realistic model for practical purposes.
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