Models and numerical methods of dynamic optimization of the financial portfolio of a non-institutional investor
The formulation, the economic-mathematical model and the numerical algorithm for solving the problem of dynamic optimization of the portfolio of financial assets of a non-institutional investor-agent of the Russian stock market are presented on a sequence of time intervals. It is proposed to expand...
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| Format: | Article |
| Language: | Russian |
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Russian Academy of Entrepreneurship
2020-01-01
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| Series: | Путеводитель предпринимателя |
| Subjects: | |
| Online Access: | https://www.pp-mag.ru/jour/article/view/97 |