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Studying of the investment process by the mathematical programming methods.



Year of Publication2009
AuthorsVeitsblit A. J.
Language articleRussian
Keywordsdiversification, investment, optimization, programming, research, venture
Abstract

In this article are represented the economic and mathematical foundations and structure of the program, that study investment process by the mathematical programming methods.

Pagination093-101
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DOI: 
10.14308/ite000058
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[file] 093-101.pdf


References: 

1. Бенинга Ш. Финансовое моделирование с использованием EXCEL – М.: “Вильямс”, 2007. – 592с.
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3. Sharpe W.F. (1988) Investments. Englewood Cliffs, New York: Prentice Hall.
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REFERENCES (TRANSLATED AND TRANSLITERATED)

1. Beninga Sh. Finansovoe modelirovanie s ispol'zovaniem EXCEL – M.: “Vil'jams”, 2007. – 592s.
2. Sharpe W.F. (1964) “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of risk”, Journal of Finance, 19 (September), pp. 425 – 442.
3. Sharpe W.F. (1988) Investments. Englewood Cliffs, New York: Prentice Hall.
4. Black, F. (1972) “Capital Market Equilibrium with Restricted Borrowing”, Journal of Business, 45 (July), pp. 444 – 455.
5. Udovenko V.A. FOREX. – M.: “Vil'jams”, 2008. – 384s.
6. Goh L. Kak real'no rabotaet fondovyj rynok. M.: “Balans Biznes Buks”, 2006. – 367s.
7. Dougerti K. Vvedenie v jekonometriku. – M.: “Infra-M”,1997. – 402s.
8. Roll R. (1977) “A Critique of the Asset Pricing Theory’s Tests, Part 1:”, Journal of Financial Economics, 4 (March), pp. 129 – 176.
9. Hjemdi A. Taha Vvedenie v issledovanie operacij. – M.: “Vil'jams”, 2001. – 912s.
10. Haertfel'der M., Lozovskaja E.S., Hanush E. Fundamental'nyj i tehnicheskij analiz rynka cennyh bumag. – SPb.: “Piter”, 2004. – 478s.



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Bibliography:
Вейцблит А.И. Изучение процесса инвестирования методами математического программирования. / А.И.Вейцблит // Информационные технологии в образовании. - 2009. - № 3. - С. 93-101.