Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Arseniy Ulchenkov"'
Publikováno v:
Omega. 72:50-58
•A stochastic algorithm is proposed for constructing optimal portfolio.•Tax regime and refinery margin uncertainty is considered.•A case study based on the Russian oil company is solved under uncertainty.•Optimal portfolio of refinery upgrade
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec80865c04364768602734a1dd753d50
https://doi.org/10.1016/j.omega.2016.11.003
https://doi.org/10.1016/j.omega.2016.11.003
Publikováno v:
Computational Economics. 49:289-306
The issue of discovering an optimal debt portfolio in case of oil company under oil price uncertainty is considered in the paper. New algorithm to build optimal debt structure is proposed. It is shown that optimal portfolio reduces financial risk in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0dc557ece932b7febfc89b00f60967ce
https://doi.org/10.1007/s10614-015-9555-y
https://doi.org/10.1007/s10614-015-9555-y