Optimal portfolio search using efficient surface and three-dimensional utility function

摘要: Abstract The concepts of effectiveness, riskness and reliability are three cornerstones which together with utility investor constitute the base for decisions perception management logic in order to match possibilities investment space investor's objectives. Risk, is “a chance or possibility danger, loss, injury, other adverse consequences” (The Oxford Modern English Dictionary) or, specifically, area – “the that an (as a stock commodity) will lose value” (Webster function risksness selected assets altogether skills subject manage analysed object, process, etc. Thus risk as interaction abilities (investor) these possibilities. paper reveal consistent way towards set description, when under uncertainty, what understood this...