Work

Optimization of an Investment Portfolio Based on the Risk Criterion Using the Markowitz Model

Year: 2026

Type: article

Source: Moscow Economic Journal

DOI: 10.55186/2413046x_2026_11_4_58

Authors: Tat'yana Igonina, Vladimir Keselman, Aleksey Sazonov, Aleksandra Borec

Institution: MIREA - Russian Technological University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7162535160

FWCI:

Cites: 6

Cited by:

Related to: