Browsing by Author "Machowska, Małgorzata"
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Portfolio construction with modified Sharpe’s method
Czapkiewicz, Anna; Machowska, Małgorzata (Wydawnictwo Uniwersytetu Łódzkiego, 2008)In the paper we consider a modification of Sharpe’s method used in classical portfolio analysis for optimal portfolio building. The key idea of the paper is the modification of the classical approach by application of ...