About two-criteria optimization of the stock portfolio
Saved in:
| Date: | 2017 |
|---|---|
| Main Authors: | F. H. Harashchenko, V. R. Kulian, O. O. Yunkova |
| Format: | Article |
| Language: | English |
| Published: |
2017
|
| Series: | System researches & information technologies |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001079278 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
-
Algorithm for solving two-criteria problem of optimal portfolio of risky as-sets
by: F. G. Garashchenko, et al.
Published: (2018) -
Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
by: O. V. Piskun
Published: (2015) -
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange
by: Z. Matsuk, et al.
Published: (2016) -
The Efficiency of Discrete Optimization Algorithm Portfolios
by: I. V. Serhiienko, et al.
Published: (2021) -
A new geometrical method for portfolio optimization
by: F. Butin
Published: (2021)