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Математическая модель максимизации прибыли, получаемой банком за счет реализации инвестиционных проектов

Математическая модель максимизации прибыли, получаемой банком за счет реализации инвестиционных проектов

Abstract

В статье обобщена математическая модель максимизации прибыли получаемой банком от реализации m инвестиционных проектов к концу n-го месяца. Рассмотрен случай, когда инвестиционный фонд банка составляет заданный размер и не изменяется с течением времени. Приведены обобщенные формулы для вычисления индекса среднего риска, средней продолжительности инвестирования и динамики денежных средств по месяцам. Представлен пример максимизации прибыли получаемой банком за период инвестирования, равный 6 месяцам. Получены результаты с помощью MATLAB для 4 инвестиционных проектов с длительностью инвестирования 6 месяцев.

The article summarizes the mathematical model of profit maximization by the bank received from the m investment projects the end of the n-th month. The case when the investment fund of the bank is given by the sum and does not change over time. The generalized formula for calculating the index of average risk, average investment and the dynamics of money in months. An example of maximizing profits received by the bank for the investment period of 6 months. Results are obtained using MATLAB to 4 investment projects with a duration of 6 months of investment.

Keywords

ПЛАНИРОВАНИЕ ИНВЕСТИЦИЙ, ИНВЕСТИЦИОННЫЙ ПРОЕКТ, ИНДЕКС РИСКА, ИНВЕСТИЦИОННЫЙ ФОНД, ЦЕЛЕВАЯ ФУНКЦИЯ, ОБЪЕМ ИНВЕСТИРОВАНИЯ

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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