Problem of Fuzzy portfolio optimization and its solution with application of forecasting methods
The novel theory of investment portfolio optimization under uncertainty is presented based on fuzzy set theory and efficient forecasting methods. The direct problem of fuzzy portfolio optimization and dual problem are considered. In the direct problem structure of a portfolio is determined which pro...
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| Date: | 2016 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Навчально-науковий комплекс "Інститут прикладного системного аналізу" НТУУ "КПІ" МОН та НАН України
2016
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| Series: | Системні дослідження та інформаційні технології |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/131703 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Problem of Fuzzy portfolio optimization and its solution with application of forecasting methods / Y. Zaychenko, I. Sydoruk // Системні дослідження та інформаційні технології. — 2016. — № 1. — С. 85-94. — Бібліогр.: 10 назв. — англ. |
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