Vector optimization technique in the problems of interaction between an enterprise and its counteragents
Электронный научный архив УРФУ
Информация об архиве | Просмотр оригинала| Поле | Значение | |
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Vector optimization technique in the problems of interaction between an enterprise and its counteragents
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| Автор |
Nikonov, O. I.
Medvedev, M. A. |
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| Тематика |
EFFECTIVE PORTFOLIOS OF BANK INSTRUMENTS
EFFECTIVE PORTFOLIOS OF SUPPLIERS OF AN ENTERPRISE PORTFOLIO INVESTMENT THEORY VECTOR OPTIMIZATION |
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| Описание |
This paper reviews vector optimization goals related to the selection of efficient portfolios of a company's counterparties. In the first part of the research, the costs to minimize of providing goods and risk of late delivery have been selected as the optimization criteria. It is assumed that the risks are random in nature and are characterized by a random amount of damage being made to the firm due to late delivery of products. It is assumed that the amount of damage is proportional to the quantity of goods ordered. The second section is devoted to the optimization of working with bank clients through the formation of an effective portfolio of banking products. The following resources of the bank are considered as risky assets: placed interbank loans, securities (bonds, stocks, bonds), corporate loans, loans to small and medium-sized businesses, factoring and loans to individuals. Methodologically, the approach developed here is adjacent to the theory of portfolio investment, which goes back to a paper by G. Markowitz, however, this approach is applied for objects other than capital market instruments.
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| Дата |
2024-04-17T11:47:31Z
2024-04-17T11:47:31Z 2011 |
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| Тип |
Article
Journal article (info:eu-repo/semantics/article) Published version (info:eu-repo/semantics/publishedVersion) |
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| Идентификатор |
Nikonov O. I. Vector optimization technique in the problems of interaction between an enterprise and its counteragents / O. I. Nikonov, M. A. Medvedev // Economy of Region. — 2011. — Iss. 3. — P. 217-224.
2411-1406 2072-6414 http://elar.urfu.ru/handle/10995/132110 10.17059/2011-3-24 84979958491 |
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| Язык |
ru
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| Связанные ресурсы |
Экономика региона. 2011. Выпуск 3
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| Права |
Open access (info:eu-repo/semantics/openAccess)
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| Формат |
application/pdf
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Institute of Economics, Ural Branch of the Russian Academy of Sciences
Институт экономики Уральского отделения РАН |
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| Источник |
Econ. Reg.
Economy of Region |
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