ENT as one of the tasks of modern portfolio theory
Автор: Kotsyubinskaya S.A.
Журнал: Экономика и бизнес: теория и практика @economyandbusiness
Статья в выпуске: 11-2 (57), 2019 года.
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Investment portfolio selection follows modern portfolio theory, however, often the underlying model can be extended by a number of real-world constraints to better reflect practical applications. This paper presents the limitations that an investor may face when forming an investment portfolio. The most common constraints are considered, such as budget constraints, restriction on the number of elements, and pre-assignment constraints.
Portfolio optimization, budget constraints, restriction on the number of elements, pre-assignment constraints
Короткий адрес: https://sciup.org/170181275
IDR: 170181275 | DOI: 10.24411/2411-0450-2019-11340