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ELEMENTS OF CONTROL THEORY APPLIED TO AN INVESTMENT PORTFOLIO IN THE CAPITAL MARKET. THE OPTIMAL TIME HORIZON FOR SELLING A PORTFOLIO

Jerzy Tymiński · Lodz University Press · 2015

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Author / responsible party
Jerzy Tymiński
Publisher
Lodz University Press
Year
2015
ISSN
0208-6018
ISSN
0208-6018
Language
English

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The article presents a concept of capital management for assembling investment portfolios. Two optimization variants of a portfolio to be purchased are discussed. Portfolio I is structural, using the „traditional model”. To assemble Portfolio II, elements of reliability theory and the dynamic programming method were used. The article also analyses the sale of a portfolio with respect to the demand for financial instruments in the capital market. The presented concept dealing with rational investment decisions during transactions at the Warsaw Stock Exchange can also be used by managers to create an effective portfolio of financial instruments.

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APA 7

Tymiński, J. (2015). ELEMENTS OF CONTROL THEORY APPLIED TO AN INVESTMENT PORTFOLIO IN THE CAPITAL MARKET. THE OPTIMAL TIME HORIZON FOR SELLING A PORTFOLIO. https://czasopisma.uni.lodz.pl/foe/article/view/425

MLA

Tymiński, Jerzy. "ELEMENTS OF CONTROL THEORY APPLIED TO AN INVESTMENT PORTFOLIO IN THE CAPITAL MARKET. THE OPTIMAL TIME HORIZON FOR SELLING A PORTFOLIO." 2015. https://czasopisma.uni.lodz.pl/foe/article/view/425.

Chicago

Tymiński, Jerzy. 2015. "ELEMENTS OF CONTROL THEORY APPLIED TO AN INVESTMENT PORTFOLIO IN THE CAPITAL MARKET. THE OPTIMAL TIME HORIZON FOR SELLING A PORTFOLIO.". https://czasopisma.uni.lodz.pl/foe/article/view/425.

Harvard

Tymiński, J. 2015, ELEMENTS OF CONTROL THEORY APPLIED TO AN INVESTMENT PORTFOLIO IN THE CAPITAL MARKET. THE OPTIMAL TIME HORIZON FOR SELLING A PORTFOLIO, Lodz University Press, available at: https://czasopisma.uni.lodz.pl/foe/article/view/425 [Accessed 6 Aug. 2026].

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Title
ELEMENTS OF CONTROL THEORY APPLIED TO AN INVESTMENT PORTFOLIO IN THE CAPITAL MARKET. THE OPTIMAL TIME HORIZON FOR SELLING A PORTFOLIO
Author / contributors
Jerzy Tymiński
Publisher
Lodz University Press
Publication year
2015
ISSN
0208-6018
ISSN
0208-6018
Language
English

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control optimal time sale of portfolio
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