Система оптимизации инвестиционного портфеля в условиях неопределенности и неполноты информации
System investment portfolio optimization under uncertainty and incompleteness
Author(s): A.V. SmirnovSubject(s): Economy, National Economy, Business Economy / Management, Micro-Economics, Accounting - Business Administration
Published by: Кіровоградський національний технічний університет
Keywords: investment portfolio; profitability; cluster; security; fuzzy method of group accounting of arguments
Summary/Abstract: This article describes the main aspects needed to optimize the investment portfolio. Construct a complete algorithm: the choice of the factors affecting the rate of securities to select the best optimal portfolio among multiple clusters, including forecast earnings yields by fuzzy group method of data handling and allows analysts to make the right choice in investing in an uncertain and incomplete information.
Journal: Наукові праці Кіровоградського національного технічного університету. Економічні науки
- Issue Year: 2/2012
- Issue No: 22
- Page Range: 378-382
- Page Count: 5
- Language: Russian