Дослідження двоїстої задачі оптимізації інвестиційного портфеля в нечітких умовах
The dual problem of the investment portfolio optimization in fuzzy conditions is considered and investigated. The sufficient conditions of the mathematical model convexity of this problem are obtained and discussed. The results of experimental investigations of the solutions of the derect and dual p...
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| Datum: | 2011 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | rus |
| Veröffentlicht: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2011
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| Online Zugang: | http://journal.iasa.kpi.ua/article/view/106413 |
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| Назва журналу: | System research and information technologies |
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System research and information technologies| Zusammenfassung: | The dual problem of the investment portfolio optimization in fuzzy conditions is considered and investigated. The sufficient conditions of the mathematical model convexity of this problem are obtained and discussed. The results of experimental investigations of the solutions of the derect and dual problem of fuzzy portfolio optimization are presented. |
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