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Investment decision-making under uncertainty

V.M. Liovkin, V.I. Dubrovin
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Description: The investment decision-making problem, which makes it possible to distribute capital among real and portfolio investment, is presented. The investment decision-making method under uncertainty was proposed for solving the problem using the prognostication methods of real investment failure risk and actual real investment results deviation from planned results, the modified investment portfolio management method based on D-scores of Russman. Decision support system for investment management was developed.

Keywords: investment decision-making, investment portfolio, real investment, decision support system

 Lovkin, V.M. and Dubrovin, V.I. (2012), “Pryiniattia investytsiinykh rishen v umovakh nevyznachenosti”, Information Processing Systems, Vol. 2(100), pp. 264-270.