Про двокритеріальну оптимізацію портфеля акцій

• Date: 2017
• Main Authors: Garashchenko, Fedir G., Kulyan, Victor R., Iunkova, Olena O.
• Format: Article
• Language: Ukrainian
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2017
• Subjects: математична модель; допустима множина; ефективна множина; диверсифікація інвестиційного портфеля
• Online Access: http://journal.iasa.kpi.ua/article/view/117179
• Journal Title: System research and information technologies

This scientific research is devoted to developing the new and known application of mathematical modeling for solving the problem of optimal investment in risky securities. The objectives for new problems are formulated and trajectory modeling methods are constructed for the market value dynamics of...