DYNAMIC INVESTMENT PORTFOLIO OPTIMIZATION UNDER CONSTRAINTS

被引:0
|
作者
Dombrovskii, V. V. [1 ]
Dombrovskii, D., V
Lyashenko, E. A.
机构
[1] Tomsk State Univ, Fac Econ, Dept Math Methods & Informat Technol Econ, Tomsk, Russia
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:13 / 17
页数:5
相关论文
共 50 条
  • [21] Wind farm portfolio optimization under network capacity constraints
    Le Cadre, Helene
    Papavasiliou, Anthony
    Smeers, Yves
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015, 247 (02) : 560 - 574
  • [22] FUZZY OPTIMIZATION OF INVESTMENT PORTFOLIO
    Tverdokhlib, I. P.
    Vovk, M. I.
    Prykarpatskyi, Y. A.
    ACTUAL PROBLEMS OF ECONOMICS, 2011, (125): : 329 - 337
  • [23] OPTIMIZATION OF INVESTMENT PORTFOLIO MANAGEMENT
    Oliinyk, Viktor
    Kozmenko, Olga
    SERBIAN JOURNAL OF MANAGEMENT, 2019, 14 (02) : 373 - 387
  • [24] The Optimization and Evaluation of Investment Portfolio
    Bartkus, Edverdas Vaclovas
    Paleviciene , Aiste
    INZINERINE EKONOMIKA-ENGINEERING ECONOMICS, 2013, 24 (04): : 282 - 290
  • [25] MULTIOBJECTIVE DYNAMIC OPTIMIZATION OF INVESTMENT PORTFOLIO BASED ON MODEL PREDICTIVE CONTROL
    de Melo, Maisa Kely
    Cardoso, Rodrigo T. N.
    Jesus, Tales A.
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2022, 60 (01) : 104 - 123
  • [26] Dynamic management of the investment portfolio
    Zhabin, D. N.
    Masalova, E. A.
    Shapovalov, A., V
    TOMSK STATE UNIVERSITY JOURNAL, 2006, (290): : 158 - +
  • [27] Dynamic portfolio optimization under value at risk constraint
    Wang, Xiuguo
    PROCEEDINGS OF FIRST INTERNATIONAL CONFERENCE OF MODELLING AND SIMULATION, VOL IV: MODELLING AND SIMULATION IN BUSINESS, MANAGEMENT, ECONOMIC AND FINANCE, 2008, : 336 - 341
  • [28] Dynamic portfolio optimization with the MARCOS approach under uncertainty
    Yu, Pengrui
    Ge, Zhipeng
    Gong, Xiaomin
    Cao, Xiao
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2024, 96
  • [29] Optimization of a Dynamic Supply Portfolio considering Risks and Discount's Constraints
    Rabbani, Masoud
    Khalili, S. M.
    Janani, H.
    Shiripour, M.
    JOURNAL OF INDUSTRIAL ENGINEERING AND MANAGEMENT-JIEM, 2014, 7 (01): : 218 - 253
  • [30] Optimization of blockchain investment portfolio under artificial bee colony algorithm
    Deng, Yulin
    Xu, Hongfeng
    Wu, Jie
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2021, 385