期刊名称：Visnyk NTUU KPI : Informatics, Operation and Computer Science
印刷版ISSN：0135-1729
出版年度：2011
卷号：53
出版社：National Technical University of Ukraine
摘要：The fuzzy portfolio optimization problem is considered. The mathematical model is constructed and the dependence “optimal benefits – risk” is investigated. The sufficient conditions for this dependence to be monotonously decreasing are obtained. The results of experimental investigations are presented.
