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Regular version of the site
Of all publications in the section: 14
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Article
Anshin V., Demkin I. V., Tsarkov I. et al. Issues of Risk Analysis. 2007. Vol. 4. No. 3-4. P. 48-59.

The article addresses the problem of multi-project resource allocation under uncertainty. It discusses the main approaches to resource allocation across the projects in an innovative investment portfolio and describes the basic models for multi-project resource allocation. The authors present a model of effective resource allocation under uncertainty that takes into account the dependence of job duration on the completeness of allocated resources. Examples of simulation-based practical solutions to resource allocation problem are also given.

Added: Sep 22, 2016
Article
Аньшин В. М., Демкин И. В., Никонов И. М. и др. Проблемы анализа риска. 2007. Т. 4. № 3. С. 207-221.
Added: Sep 17, 2008
Article
Демкин И. В., Власов Д. А., Габриелов А. О. и др. Проблемы анализа риска. 2016. Т. 13. № 6. С. 30-47.

Globalization of the world economy is forcing companies to enter international markets by implementing investment projects and competing for scarce resources and markets in foreign countries. Companies are faced with the need to assess country risk in order to select attractive countries for investment with an acceptable level of risk. This work is devoted to development approach to the qualitative assessment of country risk.

Added: Dec 15, 2017
Article
Литвин Ю. В., Лесных В. В. Проблемы анализа риска. 2012. Т. 9. № 2. С. 48-67.
Added: Nov 8, 2012
Article
Куренной Д. С., Голембиовский Д. Ю. Проблемы анализа риска. 2018. № 2. С. 86-92.
Added: Oct 13, 2019
Article
Бархатов В. Д., Никонов И. М., Демкин И. В. и др. Проблемы анализа риска. 2011. № 2. С. 48-67.
Added: Sep 13, 2011
Article
Кисель К. Ю. Проблемы анализа риска. 2011. Т. 8. № 6. С. 46-55.
Added: Oct 12, 2012
Article
Демкин И. В., Царьков И. Н., Никонов И. М. и др. Проблемы анализа риска. 2008. Т. 5. № 3. С. 8-21.
Added: Oct 14, 2012
Article
Куренной Д. С., Голембиовский Д. Ю. Проблемы анализа риска. 2017. Т. 14. № 1. С. 6-22.
Added: Oct 13, 2019
Article
Кравченко Т. К., Дружаев А. А., Неклюдов Д. Ю. и др. Проблемы анализа риска. 2018. Т. Том 15 . № № 5. С. 56-67.
Added: Nov 26, 2018
Article
Кокош А. М. Проблемы анализа риска. 2010. Т. 7. № 1. С. 28-37.

World fi nancial crisis and increased volatility of major economic indicators raised attention to the problem of fi nancial risk management in corporations, and to the possibilities of fi nancial derivatives usage for hedging. In perfect markets hedging by means of derivatives allows corporations to mitigate fi nancial risks allowing for minimum costs. Current paper examines factors that restrict usage of derivatives for hedging currency risks by corporations on Russian fi nancial market. It is concluded that on Russian market it is reasonable to use internal facilities as basic method of currency risk management: asset/liability management, regulation of debt
currency structure, diversifi cation, etc. Derivatives should be used in addition to these facilities in very limited volumes for hedging the most predictable sources of risk.

 

Added: Oct 22, 2012
Article
Сазонова А. С., Мищенко А. В. Проблемы анализа риска. 2010. Т. 7. № 2. С. 78-87.

Th e theory of optimal portfolio plays the most important role in the investment management. Th is theory aims at solving the problem of choosing an optimal asset portfolio ratio. In classical investment models it is assumed that the assets included in the portfolio are infi nitely divisible, hence a portfolio is regarded to be well formed if the optimal assets proportions there were found/. Such an approach is acceptable when the share price is low in relation to the volume of investment resources. Otherwise, the solution may be not only nonoptimal, but unacceptable. Th ese circumstances made investors consider not only classical continued portfolio investment models, but also integer analogues. Some of these models are considered in the proposed article.

 

Added: Oct 22, 2012