Optimization of investment portfolio management
Author:
Publisher
Centre for Evaluation in Education and Science (CEON/CEES)
Subject
General Business, Management and Accounting
Link
https://scindeks-clanci.ceon.rs/data/pdf/1452-4864/2019/1452-48641902373O.pdf
Reference41 articles.
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2. Aseev, S.M. (2014). On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems. Proceedings of the Steklov Institute of Mathematics, 287 (S1), 11-21;
3. Aseev, S.M., & Kryazhimskii, A.V. (2007). The Pontryagin Maximum Principle and Optimal Economic Growth Problems. Proceedings of the Steklov Institute of Mathematics, 257 (1), 1-255;
4. Aseev, S., Hutschenreiter, G., Kryazhimskiy, A., & Lysenko, A. (2005). A dynamic model of optimal investment in research and development with international knowledge spillovers. Mathematical and Computer Modeling of Dynamical Systems, 11 (2), 125-133;
5. Basak, S., & Shapiro, A. (2001). Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices. Review of Financial Studies, 14 (2), 371-405;
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