Investment Portfolio Optimization on the Basis of Risk Approach by Means of Economic-Mathematical Modeling

Igor Balynin, Yulia Atanasovska, Tatiana Kokodey, Investment Portfolio Optimization on the Basis of Risk Approach by Means of Economic-Mathematical Modeling, SICNI 2018, 2018

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15.6.2018 10:30

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15.6.2018 10:30

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Igor Balynin, Yulia Atanasovska, Tatiana Kokodey, Investment Portfolio Optimization on the Basis of Risk Approach by Means of Economic-Mathematical Modeling, SICNI 2018, 2018

Abstract

The paper presents an optimization model for investment portfolios based on risk approach.