Home  Journals  Financial Analytics: Science and Experience  46(184) - 2013 December

To question of simplification of two problems of optimization of investments

Available online: 23 December 2013

Subject Heading: Investment policy

JEL Classification: 

The results of researches of two optimizing tasks are given in work: one of them belongs to the class of problems of optimization of investment projects, and the second - optimization of structure of the capital put in production. It is shown that both tasks can be simplified significantly, and, to such an extent, that the solution of each of them can be found analytically without use of the special software for computers. When using as elements in optimizing tasks (in criteria or in restrictions) "related" (dependent) indicators (for example, such as NPV, DPI, etc.) is possible to simplify significantly these tasks at the expense of reduction of number of variables and criteria.

Keywords: инвестиции структура, капитал, многокритериальная задача, оптимизация, упрощение

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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