Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Rustam Islamov"'
Publikováno v:
PNRPU Bulletin. Chemical Technology and Biotechnology. :92-104
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
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
Autor:
Vasily Ustinov, Rustam Islamov
Publikováno v:
Safety Engineering and Risk Analysis.
The main thrust of the Probabilistic Risk Assessment (PRA) model is to assess the spectrum possible scenarios (sequences of events) that can lead undesirable consequences. However, there is no guarantee that all possible scenarios have been identifie