Оптимално управление на инвестиционни портфейли при пълна неопределеност
Optimal management of investment portfolios under full uncertainty

Summary/Abstract: Current issues are considered in the present paper in connection with investment management issues, and their diversification in investment portfolios, more specifically. Models and a methodology are proposed to find an optimal investment portfolio under various criteria. In order to demonstrate the application effect of the models and the developed methodology, a practical implementation with numerical data is proposed, and a corresponding economic analysis of the obtained optimal solutions is realized.

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