calculation is a self-contained inner optimization problem and is traditionally solved by choosing the worst scenario amongst a … continuous region and then using a trust region optimization algorithm to derive the closed-form solution. The solution is …

In this paper, we apply the Markowitz portfolio optimization technique based on mean-variance and semi-variance as …

problem) as one of the areas in modern portfolio theory development. The article also argues that portfolio analysis is a … method of structural analysis for various economic units. The research methodology is defined by the portfolio theory …, optimization models implemented by the numerical gradient projection method, the empirical static method of analysis and simulation …