phone +7 (3412) 91 60 92

Archive of Issues


Russia Orekhovo-Zuevo
Year
2013
Issue
4
Pages
55-61
<<
>>
Section Mathematics
Title On the problem of diversification of contribution on the three deposits
Author(-s) Zhukovskii V.I.a, Soldatova N.G.b
Affiliations Lomonosov Moscow State Universitya, Moscow State Regional Institute of Humanities (State University of Humanities and Technology)b
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
UDC 519.833
MSC 91A10
DOI 10.20537/vm130406
Received 29 October 2013
Language Russian
Citation Zhukovskii V.I., Soldatova N.G. On the problem of diversification of contribution on the three deposits, Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki, 2013, issue 4, pp. 55-61.
References
  1. Cheremnykh Yu.N. Mikroekonomika. Prodvinutyi uroven' (Microeconomics. The advanced level), Moscow: INFRA, 2008, 843 p.
  2. Tsvetkova E.V., Arlyukova I.O. Riski v ekonomicheskoi deyatel'nosti (Risks in economic activity, Saint-Petersburg: IVESEP, 2002, 64 p.
  3. Fisher S., Dornbusch R., Schmalensee R. Economics, New York: McGraw-Hill, 1987, 2nd ed. Translated under the title Ekonomika, Moscow: Delo, 1998, 829 p.
  4. Kapitonenko V.V. Finansovaya matematika i ee prilozheniya (Financial mathematics and its applications), Moscow: PRIOR, 2000, 140 p.
  5. Wald A. Contribution to the theory of statistical estimation and testing hypothesis, Annals Math. Statist., 1939, vol. 10, pp. 299-326.
  6. Germeier Yu.B. Igry s neprotivopolozhnymi interesami (Games with non-opposed interests), Moscow: Nauka, 1978, 328 p.
  7. Vatel' I.A., Ereshko F.I. Playing with a hierarchical structure, Mathematical encyclopedia, Moscow: Soviet Encyclopedia, 1979, vol. 2, 1104 p.
  8. Kukushkin N.S., Morozov V.V. Teoriya neantagonisticheskikh igr (The theory of non-antagonistic games), Moscow: Lomonosov Moscow State University, 1984, 104 p.
  9. Vatel' I.A., Ereshko F.I. Matematika konflikta i sotrudnichestva (Mathematics of conflict and cooperation), Moscow: Znanie, 1974, 123 p.
  10. Morozov V.V. Osnovy teorii igr (Fundamentals of the theory of games), Moscow: Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, 2002, 150 p.
  11. Krasovskii N.N., Subbotin A.I. Game-theoretical control problems, New York-Berlin: Springer-Verlag, 1988, 517 p.
Full text
<< Previous article
Next article >>