Dynamic model of BSF portfolio management
Objectives. The work compares studies on BSF portfolios consisting of a risk-free Bond (B) asset, a Stock (S), and a cash Flow (F) that represents risky asset prices in the form of a tree structure. On the basis of existing models for managing dynamic investment portfolios, the work develops a dynam...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
MIREA - Russian Technological University
2025-04-01
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| Series: | Российский технологический журнал |
| Subjects: | |
| Online Access: | https://www.rtj-mirea.ru/jour/article/view/1134 |
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