Atlas home || Conferences | Abstracts | about Atlas

SCRA 2006-FIM XIII-Thirteenth International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques
September 1-4, 2006
New University of Lisbon-Tomar Polytechnic Institute
Lisbon-Tomar, Portugal

Organizers
Sat Gupta, Carlos Coelho and Satya Mishra

View Abstracts
Conference Homepage

Portfolio analysis in Finance Mathematics
by
D.S.Hooda
Jaypee Institute of Engineering & Technology, A.B. Road, Raghogarh-473226, Distt. Guna-M.P. (INDIA)

In the present talk some introductory mathematical models and concepts related to risk in investments are discussed. These models are mainly related to the share market, securities and allied financial activities. Main points of discussion are:

1. Introduction

2. Markowitz Mean-Variance –Efficient Frontier

3. Entropy Mean – Variance Frontier

4. Risk Aversion Index

5. Pareto-Optimal Sharing of Risks

6. Maximum Entropy Principle in Risk Sharing

Date received: June 26, 2006

Copyright © 2006 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # casn-64.