Оптимальна диверсифікація портфеля акцій за ринкових обмежень

• Date: 2020
• Main Authors: Kulian, Victor R., Korobova, M. V., Yunkova, Olena O.
• Format: Article
• Language: English
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2020
• Subjects: математична модель; допустима множина; ефективна множина; диверсифікація портфеля акцій
• Online Access: http://journal.iasa.kpi.ua/article/view/209138
• Journal Title: System research and information technologies

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...