Portfolio Analysis for Vector Calculus

• Autores: Samuel R. Kaplan
• Localización: Primus: problems, resources, and issues in mathematics undergraduate studies, ISSN 1051-1970, Vol. 25, Nº. 1, 2015, págs. 31-40
• Idioma: inglés
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• Resumen

  • Classic stock portfolio analysis provides an applied context for Lagrange multipliers that undergraduate students appreciate. Although modern methods of portfolio analysis are beyond the scope of vector calculus, classic methods reinforce the utility of this material. This paper discusses how to introduce classic stock portfolio analysis in a vector calculus course including basic assumptions, worked examples, and sources for real data.