Open AccessThe Method of Solving the Non-Markov`s Problem of the Projects Portfolio Optimization for the Planned Period
Author(s) -
Anhelina Korchakova
Publication year - 2020
Publication title -
journal of engineering science and technology review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 28
eISSN - 1791-9320
pISSN - 1791-2377
DOI - 10.25103/jestr.132.03
Subject(s) - portfolio optimization , portfolio , mathematical optimization , computer science , receipt , markov chain , black–litterman model , optimization problem , modern portfolio theory , operations research , replicating portfolio , economics , mathematics , finance , machine learning , world wide web
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