Investigation of the dual problem of the investment portfolio optimization in terms of fuzzy

Authors

  • Yu. Zaychenko
  • Nafas Agai Ag Gamish Ovi

Abstract

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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Published

2011-09-16

Issue

No. 3 (2011)

Section

Decision making and control in economic, technical, ecological and social systems

License

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