FUZZY OPTIMIZATION OF INVESTMENT PORTFOLIO

被引:0
|
作者
Tverdokhlib, I. P.
Vovk, M. I.
Prykarpatskyi, Y. A.
机构
来源
ACTUAL PROBLEMS OF ECONOMICS | 2011年 / 125期
关键词
investing; stock market; investment portfolio; evolutional stability; Markovic task; fuzzy mathematical programming;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
The article studies the evolutional stability of market mechanisms for the capital management of the investment portfolio. A realistic Markov model for management of the priority investment indices of the share packages is offered basing on the methods of fuzzy mathematical programming.
引用
收藏
页码:329 / 337
页数:9
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