… The main aim of this work is to overview the portfolio optimization and evaluation models …
Structure of investment portfolio formed using MiniMax model is very different from other models…

… of the variations of all companies in a portfolio) is 0.000241717. Knowing both of … optimized
the investment portfolio so that the objective function value is equal to 7.3980, its structure …

… structures of investment allocation among portfolio … portfolio optimization models, portfolio
theory can apply them to various units in a portfolio as a quite powerful method of structural …

… Investors typically hold several securities in an investment portfolio [5]. In 1952, Harry … The
decision variables are related to the molecular structure. The optimal is the steady state of the …

… investing capital in stocks in a way that maximizes the expected portfolio return and guarantees
that the portfolio … stock-market data and the cost structure of the online-trading service …

… portfolio optimization problem we consider is based on a single-period model of investment,
… In the fourth section, we discuss the main structures of transaction costs, their mathematical …

… structure has improved. In this paper, we establish different … kurtosis into consideration makes
portfolio optimization nonlinear, … portfolio optimization methods to solve portfolio selection, …

… in the investment portfolio (… optimizing the structure of the investment portfolio of high-tech
companies based on the minimax criterion. The tasks of the work are to obtain a CAD structure …

… Portfolio optimization is inevitably an important process to minimize risk and maximize return
on investments. Henceforth, it has always been a challenging task to have a proper mix of …

… can outperform the 1/N portfolio. The strategy is investing in a global minimum variance
portfolio (GMVP) that is constructed using an easy to calculate block structure for the covariance …