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Conference publicationsInvestment Portfolio Optimization"Математика. Компьютер. Образование". Cб. трудов XV международной конференции. Под общей редакцией Г.Ю. Ризниченко Ижевск: Научно-издательский центр "Регулярная и хаотическая динамика", 2008. Vol. 1, 302pp. Pp. 261-266. (accepted) Mathematical model of investment portfolio optimization based on Markowitz’s method is considered. The problem has two variants: with one criterion and with many criteria. Automatic solver for these problems is suggested |
