RUS  ENG
Full version
JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2004 Issue 3, Pages 21–24 (Mi pu518)

System analysis and data processing

Multi-objective investment portfolio optimization. The deterministic case

A. S. Rykov, R. R. Iskhodjanov

Moscow State Institute of Steel and Alloys (Technological University)

Abstract: The paper offers a method for solving a multi-objective constrained optimization problem of resource allocation that takes place in investment portfolio management. The method belongs to the deformed configuration methods class. Some problems of the method application are also considered.

UDC: 330.4+681.513.4



© Steklov Math. Inst. of RAS, 2024