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Avtomatika i Telemekhanika, 2011, Issue 8, Pages 136–150 (Mi at2262)  
This article is cited in 4 scientific papers (total in 4 papers)

Control in Social Economic Systems, Medicine, and Biology

Soft portfolio control

D. A. Molodtsov

Dorodnicyn Computer Centre, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (551 kB) Citations (4)
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Abstract: We propose a novel approach to financial portfolio control based on the theory of soft sets. We introduce a scenario extension of the class of strategies and give results of a numerical experiment.
Presented by the member of Editorial Board: A. A. Lazarev

Received: 08.12.2010
English version:
Automation and Remote Control, 2011, Volume 72, Issue 8, Pages 1705–1717
DOI: https://doi.org/10.1134/S000511791108008X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. A. Molodtsov, “Soft portfolio control”, Avtomat. i Telemekh., 2011, no. 8, 136–150; Autom. Remote Control, 72:8 (2011), 1705–1717
Citation in format AMSBIB
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\yr 2011
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  • https://www.mathnet.ru/eng/at2262
  • https://www.mathnet.ru/eng/at/y2011/i8/p136
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Abstract page:415
    Full-text PDF :137
    References:54
    First page:25
     
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