Creation of Optimal Investment Strategy at a Possibility of Interruption of Process

Student: Kirichuk Igor

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Applied Mathematics (Bachelor)

Final Grade: 7

Year of Graduation: 2017

In the process of studying of the final qualification work, optimal investment strategies were considered that can be built under a set of restrictions. The aim of the work is to find the optimal investment portfolio for one-step and multi-step tasks of convex programming. Thus, during the work restrictions were revealed under which it is possible to formulate necessary and sufficient conditions for optimality, and one-step and multi-step optimization problems were posed and solved.

Full text (added May 25, 2017)

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