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Problemy Upravleniya, 2004, Issue 3, Pages 21–24
(Mi pu518)
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System analysis and data processing
Multi-objective investment portfolio optimization. The deterministic case
A. S. Rykov, R. R. Iskhodjanov Moscow State Institute of Steel and Alloys (Technological University)
Abstract:
The paper offers a method for solving a multi-objective constrained optimization problem of resource allocation that takes place in investment portfolio management. The method belongs to the deformed configuration methods class. Some problems of the method application are also considered.
Citation:
A. S. Rykov, R. R. Iskhodjanov, “Multi-objective investment portfolio optimization. The deterministic case”, Probl. Upr., 2004, no. 3, 21–24
Linking options:
https://www.mathnet.ru/eng/pu518 https://www.mathnet.ru/eng/pu/v3/p21
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Statistics & downloads: |
Abstract page: | 288 | Full-text PDF : | 155 | References: | 27 |
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