No abstract

In this work the problems of statement and solution for mathematical models of effective investment portfolios formation for the companies in Separation Work Unit (SWU) markets are presented. Two schemes of formation of effective portfolios of the companies in markets SWU are developed. The first scheme is based on the linear model of objective function. The second scheme is based on Value at Risk (VaR) definition of effective portfolio formation. Restrictions from below and from above on portfolio parts are considered. Problem with constraints allow to consider the company's participation in the markets and to take into account the proportion of the quotas for the company. Numerical results of effective portfolios formation for the company are presented.

No abstract

No abstract

No abstract