Оптимізація інвестиційного портфеля за умов невизначеності
The problem of investment portfolio optimization under uncertainty is considered. A mathematical model of this problem is elaborated, and an algorithm of its solution using a nonlinear programming is proposed. The experimental investigation of the approach proposed has been carried out, and comparis...
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| Date: | 2017 |
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| Main Authors: | , |
| Format: | Article |
| Language: | rus |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2017
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| Online Access: | http://journal.iasa.kpi.ua/article/view/109720 |
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| Journal Title: | System research and information technologies |