Оптимальна диверсифікація портфеля акцій за ринкових обмежень
The problem of optimal portfolio diversification is considered. Based on mathematical models of the dynamics of the market value formation of a single share and an optimal stock portfolio, the structure of the optimal portfolio is determined. Such models are built in a class of ordinary differential...
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| Date: | 2020 |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2020
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| Subjects: | |
| Online Access: | http://journal.iasa.kpi.ua/article/view/209138 |
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| Journal Title: | System research and information technologies |