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Journal Dynamics of Complex Systems - XXI century №5 for 2014 г.
Article in number:
Portfolio optimization Factoring Company, including consolidated risk
Authors:
E.V. Semina - Post-graduate Student, Department of Applied Mathematics, Moscow State University of Eco-nomics, Statistics and Informatics. E-mail: semina_elisaveta@mail.ru
Abstract:
The article discusses the development of effective factoring business processes from the point of view of maximizing the portfolio income. A distinctive feature of the proposed approach to the construction of such processes is the use of risk assessments factoring obtained by solving the problem of optimal risk management. This approach allows us to solve the optimization problem of portfolio income factoring companies subject to the restrictions on the optimal amount of resources allocated for the implementation of measures to counter the risk is estimated consolidated portfolio.
Pages: 67-71
References
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