Multistage optimization of a non-institutional investor’s assents portfolio
The article deals with the statement, mathematical model and features of numerical algorithm of solving the dynamic discrete task for optimization of financial assets portfolio of a non-institutional investor. Structure and element content of the model are substantiated including optimality and limi...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Russian Academy of Entrepreneurship
2020-01-01
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| Series: | Путеводитель предпринимателя |
| Subjects: | |
| Online Access: | https://www.pp-mag.ru/jour/article/view/24 |
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| _version_ | 1850045706266476544 |
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| author | M. A. Khalikov D. A. Maksimov |
| author_facet | M. A. Khalikov D. A. Maksimov |
| author_sort | M. A. Khalikov |
| collection | DOAJ |
| description | The article deals with the statement, mathematical model and features of numerical algorithm of solving the dynamic discrete task for optimization of financial assets portfolio of a non-institutional investor. Structure and element content of the model are substantiated including optimality and limits criteria. It is given a numerical method for search of optimal solution that is based on local optimization of continuous task solving. New criterion of effective management and evaluation method of fair rate of return of operations with assets portfolio within a certain time horizon are offered. |
| format | Article |
| id | doaj-art-c0e2e362f2844787a8322c3d98966ef0 |
| institution | DOAJ |
| issn | 2073-9885 2687-136X |
| language | Russian |
| publishDate | 2020-01-01 |
| publisher | Russian Academy of Entrepreneurship |
| record_format | Article |
| series | Путеводитель предпринимателя |
| spelling | doaj-art-c0e2e362f2844787a8322c3d98966ef02025-08-20T02:54:37ZrusRussian Academy of EntrepreneurshipПутеводитель предпринимателя2073-98852687-136X2020-01-0103321121923Multistage optimization of a non-institutional investor’s assents portfolioM. A. Khalikov0D. A. Maksimov1Plekhanov Russian University of EconomicsPlekhanov Russian University of EconomicsThe article deals with the statement, mathematical model and features of numerical algorithm of solving the dynamic discrete task for optimization of financial assets portfolio of a non-institutional investor. Structure and element content of the model are substantiated including optimality and limits criteria. It is given a numerical method for search of optimal solution that is based on local optimization of continuous task solving. New criterion of effective management and evaluation method of fair rate of return of operations with assets portfolio within a certain time horizon are offered.https://www.pp-mag.ru/jour/article/view/24non-institutional investorassets portfoliodynamic programming problemsdiscrete optimizationeffectiveness of portfolio managementbroker’s fair rate of return |
| spellingShingle | M. A. Khalikov D. A. Maksimov Multistage optimization of a non-institutional investor’s assents portfolio Путеводитель предпринимателя non-institutional investor assets portfolio dynamic programming problems discrete optimization effectiveness of portfolio management broker’s fair rate of return |
| title | Multistage optimization of a non-institutional investor’s assents portfolio |
| title_full | Multistage optimization of a non-institutional investor’s assents portfolio |
| title_fullStr | Multistage optimization of a non-institutional investor’s assents portfolio |
| title_full_unstemmed | Multistage optimization of a non-institutional investor’s assents portfolio |
| title_short | Multistage optimization of a non-institutional investor’s assents portfolio |
| title_sort | multistage optimization of a non institutional investor s assents portfolio |
| topic | non-institutional investor assets portfolio dynamic programming problems discrete optimization effectiveness of portfolio management broker’s fair rate of return |
| url | https://www.pp-mag.ru/jour/article/view/24 |
| work_keys_str_mv | AT makhalikov multistageoptimizationofanoninstitutionalinvestorsassentsportfolio AT damaksimov multistageoptimizationofanoninstitutionalinvestorsassentsportfolio |