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Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki, 2013, Issue 4, Pages 55–61 (Mi vuu401)  
This article is cited in 1 scientific paper (total in 1 paper)

MATHEMATICS

On the problem of diversification of contribution on the three deposits

V. I. Zhukovskiia, N. G. Soldatovab

a Department of Optimal Control, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, GSP-1, Leninskie Gory, Moscow, 119991, Russia
b Department of Mathematics and Physics, Moscow State Regional Institute of Humanities, ul. Zelenaya, 22, Orekhovo-Zuevo, 142611, Russia
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Abstract: In what way the depositor should allocate his deposit in the bank taking into account one-rouble deposit and two currency deposits (in dollars and euro) in order to get the largest income in a year? The rate of exchange in the end of the year is unknown as a rule and the depositor orients himself towards the boundaries of changing of such rate. The allocation between the deposits of one ruble only is the answer of the question. The article which we suggest is devoted to the solution of the latter problem for a riskofob.
Keywords: maximin, strategy, uncertainty, outcome.
Received: 29.10.2013
Document Type: Article
UDC: 519.833
MSC: 91A10
Language: Russian
Citation: V. I. Zhukovskii, N. G. Soldatova, “On the problem of diversification of contribution on the three deposits”, Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 2013, no. 4, 55–61
Citation in format AMSBIB
\Bibitem{ZhuSol13}
\by V.~I.~Zhukovskii, N.~G.~Soldatova
\paper On the problem of diversification of contribution on the three deposits
\jour Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki
\yr 2013
\issue 4
\pages 55--61
\mathnet{http://mi.mathnet.ru/vuu401}
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  • https://www.mathnet.ru/eng/vuu/y2013/i4/p55
    • This publication is cited in the following articles:
    1. N. N. Petrov, N. V. Petrova, “K zadache o diversifikatsii rublya”, Izv. IMI UdGU, 51 (2018), 123–135  mathnet  crossref  elib
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Вестник Удмуртского университета. Математика. Механика. Компьютерные науки
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    References:57
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