Abstract
New mathematical problems statements are formulated and constructive algorithms for solving diversification problem of risky assets portfolio are developed. The optimal portfolio diversification problem is formulated based on the models of formation dynamics of the market value of one share and the portfolio of shares. Such statement enables us, by applying the allowable and effective sets, to solve the problem of optimal portfolio diversification constructively taking into account quantitative and qualitative constraints on the portfolio structure. Algorithms of this type are often applied for designing trading robots.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
