Algorithm of optimal portfolio diversification

MaRDI QIDQ5271669zbMATH OpenFDO

Authors V. R. Kulian, O. O. Yun'kova, M. V. Korobova

Publication date 11 July 2017

zbMATH Keywords

mathematical modeloptimal investmentstock portfolio

Mathematics Subject Classification ID

Portfolio theory (91G10)

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• Control of profitability and risk of foreign exchange portfolio by method of E. V. Voskresensky
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• Mathematical problem of banking assets diversification
• On the problem of diversifying the ruble
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• Adaptive algorithms for maximizing overall stock return
• Optimal multivariate financial decision making

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