Portfolio optimization with restrictions

MaRDI QIDQ4559060zbMATH OpenFDO

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

Publication date 30 November 2018

zbMATH Keywords

mathematical modeloptimal investmentstock portfolio

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Portfolio theory (91G10)

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(13)

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• Control of profitability and risk of foreign exchange portfolio by method of E. V. Voskresensky
• The risk profile problem for stock portfolio optimization (extended abstract)
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• Mathematical problem of banking assets diversification
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• Optimal portfolios on mean-diversification efficient frontiers
• Portfolio Optimization with Combinatorial and Downside Return Constraints
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• PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
• On modeling the dynamics of portfolio

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