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pro vyhledávání: '"Gantigmaa Ganlkhagva"'
Autor:
Enkhbat Rentsen, Gantigmaa Ganlkhagva
Publikováno v:
Journal of Institute of Mathematics and Digital Technology. 4:1-8
Portfolio optimization plays an important role in investment sciences. We examine the classical Markowitz model from a viewpoint of Pareto optimality. We consider a multi-objective optimization problem by maximizing the return of a portfolio and mini