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
相关论文
共 50 条
  • [41] FUZZY OPTIMIZATION MODEL OF A VIRTUAL PORTFOLIO OF OPTIONS
    Pryimak, V. I.
    Kupriy, N. A.
    ACTUAL PROBLEMS OF ECONOMICS, 2010, (103): : 225 - 236
  • [42] Fuzzy portfolio optimization a quadratic programming approach
    Ammar, E
    Khalifa, HA
    CHAOS SOLITONS & FRACTALS, 2003, 18 (05) : 1045 - 1054
  • [43] Portfolio Optimization using Fuzzy Linear Programming
    Pandit, Purnima K.
    INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND STATISTICS 2013 (ICMSS2013), 2013, 1557 : 206 - 210
  • [44] Fuzzy Portfolio Optimization of Power Generation Assets
    Glensk, Barbara
    Madlener, Reinhard
    ENERGIES, 2018, 11 (11)
  • [45] Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints
    Shinzato, Takashi
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2017,
  • [46] A Portfolio Optimization Model with Fuzzy Liquidity Constrains
    Fang, Yong
    Xue, Ruiwen
    Wang, Shouyang
    INTERNATIONAL JOINT CONFERENCE ON COMPUTATIONAL SCIENCES AND OPTIMIZATION, VOL 1, PROCEEDINGS, 2009, : 472 - 476
  • [47] Impact Evaluation of Exit Strategy in Fuzzy Portfolio-based Investment
    Li, You
    Wang, Bo
    Watada, Junzo
    IEEJ TRANSACTIONS ON ELECTRICAL AND ELECTRONIC ENGINEERING, 2014, 9 (05) : 502 - 513
  • [48] Fuzzy Investment Portfolio Selection Models Based on Interval Analysis Approach
    Guo, Haifeng
    Sun, BaiQing
    Karimi, Hamid Reza
    Ge, Yuanjing
    Jin, Weiquan
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2012, 2012
  • [49] On portfolio investment model using ant colony optimization algorithm
    Zhou Jianguo
    Zhang Hui
    Tian Jiming
    PROCEEDINGS OF THE 26TH CHINESE CONTROL CONFERENCE, VOL 3, 2007, : 494 - +
  • [50] Studying of portfolio investment fuzzy decision model based on Genetic Algorithm
    Liu, Xia
    Chu, Hongxia
    Wang, Kejun
    2005 IEEE International Conference on Mechatronics and Automations, Vols 1-4, Conference Proceedings, 2005, : 884 - 889
12345