TWO-STAGE PROBLEM OF STOCHASTIC PROGRAMMING FOR FORMING A SECURITIES PORTFOLIO

Ogorodnikov, Sergei; Kanaeva, Olga; Zykina, Anna

English

RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

ISSN (Print) 0424-7388
ISSN (Online) 3034-6177

TWO-STAGE PROBLEM OF STOCHASTIC PROGRAMMING FOR FORMING A SECURITIES PORTFOLIO

PII

S042473880000616-6-1

DOI

10.7868/S0000616-6-1

Publication type

Article

Status

Published

Authors

Sergei Ogorodnikov

Olga Kanaeva

Anna Zykina

Volume/ Edition

Volume / Issue №3

Pages

111-116

Abstract

The stochastic approach is used for the account and risk analysis in the portfolio model. The model is built up on the two-phase task of the stochastic programming.

Keywords

Date of publication

01.07.2008

Year of publication

2008

Number of purchasers

Views

863

References

Translate

GOST	Kanaeva O., Ogorodnikov S., Zykina A. TWO-STAGE PROBLEM OF STOCHASTIC PROGRAMMING FOR FORMING A SECURITIES PORTFOLIO // Economics and the Mathematical Methods. – 2008. – Issue №3 C. 111-116 .
MLA	Kanaeva, Olga, Ogorodnikov, Sergei, Zykina, Anna "TWO-STAGE PROBLEM OF STOCHASTIC PROGRAMMING FOR FORMING A SECURITIES PORTFOLIO." Economics and the Mathematical Methods. 3 (2008).:111-116.
APA	Kanaeva O., Ogorodnikov S., Zykina A. (2008). TWO-STAGE PROBLEM OF STOCHASTIC PROGRAMMING FOR FORMING A SECURITIES PORTFOLIO. Economics and the Mathematical Methods. no. 3, pp.111-116

Indexing

RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

TWO-STAGE PROBLEM OF STOCHASTIC PROGRAMMING FOR FORMING A SECURITIES PORTFOLIO

You can

References

Indexing

Via social network