On the minimization of operational risks
Matematičeskie zametki, Tome 80 (2006) no. 4, pp. 569-572
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We give a risk-minimizing formula for government investments taking into account the zero intelligence law for financial markets.
@article{MZM_2006_80_4_a9,
author = {V. P. Maslov},
title = {On the minimization of operational risks},
journal = {Matemati\v{c}eskie zametki},
pages = {569--572},
year = {2006},
volume = {80},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2006_80_4_a9/}
}
V. P. Maslov. On the minimization of operational risks. Matematičeskie zametki, Tome 80 (2006) no. 4, pp. 569-572. http://geodesic.mathdoc.fr/item/MZM_2006_80_4_a9/
[1] V. P. Maslov, “O printsipe vozrastaniya slozhnosti formirovanii portfelya na fondovoi birzhe”, Dokl. RAN, 404:4 (2005), 446–450 | MR | Zbl
[2] V. P. Maslov, “Zakon “otsutstviya predpochteniya” i sootvetstvuyuschie raspredeleniya v chastotnoi teorii veroyatnostei”, Matem. zametki, 80:2 (2006), 220–230 | MR | Zbl
[3] V. P. Maslov, “The Zipf–Mandelbrot law: quantization and an application to the stock market”, Russ. J. Math. Phys., 12:4 (2005), 483–488 | MR | Zbl