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Article title STOCK PORTFOLIO MODELING BASED ON ESTIMATES OF INVESTMENT ATTRACTION OF SHARES UNDER UNCERTAINTY
Authors A.N. Tselykh, K.S. Chicherina
Section SECTION VII. BRIEF MESSAGES
Month, Year 06, 2012 @en
Index UDC 004.891
DOI
Abstract The construction of of the stock portfolio – this problem is financial management system, where the financial assets of the individual subsystems are just part of, but not exclusive part. The relevance of the research topic is confirmed by the current situation on the Russian stock market. Today, banks, brokerage firms, private investors, online merchants have intensified work in the area of formation and management investment portfolios, in order to optimize the portfolio of the stock investor. In addition to the the initial data for financial instruments, a researcher in the course of solving the problem of optimizing the portfolio should take into account the data on the relationship of separate class of stock instruments with each other, as well as the impact on the stock market, where investment is held, perturbations that are linked to macro-system of the stock market.

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Keywords Stock portfolio; liquid stocks; the fuzzy evaluation; fuzzy sets; membership function; information uncertainty; optimization of the stock portfolio.
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