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.

In the present work forecasting future sales of a company involved in uranium enrichment is considered a problem of allocating company's produce to global regional markets. Based on this concept optimization problem of company's effective portfolio is formulated and solved. Relative total company share in the world is defined by the balance parity between probability distributions of global demand for enriched uranium and enriched uranium manufacture at competitive enterprises. Effective portfolios of company shares in the world regional markets take into account risk and uncertainty and are calculated from probability distribution of company's relative world share, regional market quotas and restrictions, market risk measures and expected market efficiencies. Incorporating fuzzy and probability approaches to portfolio selection allows for accurate market information employment and exhaustive analysis of company potential and market opportunities.

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