Enriched uranium market portfolio optimization in fuzzy environment

Abstract

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.