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Russia Moscow; Orekhovo-Zuevo
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 Humanitiesb
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.
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