Multistage optimization of a non-institutional investor’s assents portfolio

Autor:	M. A. Khalikov, D. A. Maksimov
Jazyk:	ruština
Rok vydání:	2020
Předmět:	неинституциональный инвестор инвестиционный портфель задача динамического программирования дискретная оптимизация эффективность управления инвестиционным портфелем справедливая ставка доходности брокера Business HF5001-6182
Zdroj:	Путеводитель предпринимателя, Vol 0, Iss 33, Pp 211-219 (2020)
Druh dokumentu:	article
ISSN:	2073-9885 2687-136X
Popis:	The article deals with the statement, mathematical model and features of numerical algorithm of solving the dynamic discrete task for optimization of financial assets portfolio of a non-institutional investor. Structure and element content of the model are substantiated including optimality and limits criteria. It is given a numerical method for search of optimal solution that is based on local optimization of continuous task solving. New criterion of effective management and evaluation method of fair rate of return of operations with assets portfolio within a certain time horizon are offered.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/c0e2e362f2844787a8322c3d98966ef0 Zobrazit plný text záznamu View record in DOAJ