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SOURCE:   Almanac of Modern Science and Education. Tambov: Gramota, 2015. № 2. P. 61-64. ISSN 1993-5552.
SCIENTIFIC AREA: Economic Sciences
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Kozlovskaya Yana Igorevna
Perm National Research Polytechnic University

Abstract. The paper suggests a method for determining the profitability of securities taking into account daily fluctuations in their value. To describe profitability the author uses triangular fuzzy numbers, which are composed subject to changes in asset prices during the period from April till May 2014. With the help of such definition of profitability the model of portfolio optimization proposed by A. O. Nedosekin is modified. A calculated example under consideration shows that the presented description of profitability can be applied in practice.
Key words and phrases: ценная бумага, портфель ценных бумаг, нечеткие числа, доходность, риск, модель, security, securities portfolio, fuzzy numbers, profitability, risk, model.
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  1. Komponenty RTS [Elektronnyi resurs]. URL: (data obrashcheniya: 01.06.2014).
  2. Nedosekin A. O. Nechetko-mnozhestvennyi analiz riska fondovykh investitsii. SPb.: Sezam, 2002. 181 s.
  3. Nedosekin A. O. Novyi podkhod k optimizatsii fondovogo portfelya v nechetkoi postanovke zadachi [Elektronnyi resurs]. URL: (data obrashcheniya: 25.11.2014).
  4. Shvedov A. S. O nechetko-sluchainykh velichinakh. M.: Izdatel'skii dom Vysshei shkoly ekonomiki, 2013. 28 s.

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