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Оптимізація інвестиційного портфеля за умов невизначеності

The problem of investment portfolio optimization under uncertainty is considered. A mathematical model of this problem is elaborated, and an algorithm of its solution using a nonlinear programming is proposed. The experimental investigation of the approach proposed has been carried out, and comparis...

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Bibliographic Details
Date:2017
Main Authors: Zaychenko, Yu. P., Esfandiyarfard, M.
Format: Article
Language:Russian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2017
Online Access:http://journal.iasa.kpi.ua/article/view/109720
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Journal Title:System research and information technologies

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System research and information technologies

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