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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Bibliographic Details

Published in:	Путеводитель предпринимателя
Main Author:	D. A. Bystrova
Format:	Article
Language:	Russian
Published:	Russian Academy of Entrepreneurship 2020-01-01
Subjects:	russian stock market non-institutional investor financial portfolio criteria and limitations of the portfolio investment model dynamic optimization of the financial portfolio dynamic programming linear and nonlinear programming discrete optimization
Online Access:	https://www.pp-mag.ru/jour/article/view/97