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...
Збережено в:
| Дата: | 2011 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | rus |
| Опубліковано: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2011
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| Онлайн доступ: | http://journal.iasa.kpi.ua/article/view/106413 |
| Теги: |
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| Назва журналу: | System research and information technologies |
Репозитарії
System research and information technologies| Резюме: | 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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