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Применение Метода Квантификации Нечисловых Оценок Вероятности Для Выбора Оптимального Портфеля Ценных Бумаг

Author

Listed:
  • Колесников Геннадий Исаакович

    (ОАО «Нортгаз»)

  • Хованов Николай Васильевич

    (СПбГУ)

  • Юдаева Мария Сергеевна

    (СПбГУ)

Abstract

A method based on a randomized quantification of non-numeric information on alternatives probabilities is developed. The method is used as a tool for a selection of securities portfolio, which takes into account numerical data on securities quotations along with non-numeric experts evaluation.

Suggested Citation

  • Колесников Геннадий Исаакович & Хованов Николай Васильевич & Юдаева Мария Сергеевна, 2007. "Применение Метода Квантификации Нечисловых Оценок Вероятности Для Выбора Оптимального Портфеля Ценных Бумаг," Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика, CyberLeninka;Федеральное государственное бюджетное образовательное учреждение высшего образования «Санкт-Петербургский государственный университет», issue 3, pages 58-68.
    • Handle: RePEc:scn:003571:14551634
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    File URL: http://cyberleninka.ru/article/n/primenenie-metoda-kvantifikatsii-nechislovyh-otsenok-veroyatnosti-dlya-vybora-optimalnogo-portfelya-tsennyh-bumag
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