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

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 limi...

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Bibliographic Details
Main Authors: M. A. Khalikov, D. A. Maksimov
Format: Article
Language:Russian
Published: Russian Academy of Entrepreneurship 2020-01-01
Series:Путеводитель предпринимателя
Subjects:
Online Access:https://www.pp-mag.ru/jour/article/view/24
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