Kislovodsky Institute of Economy and Justice

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• Novakov A. A.

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• pdf  1.814.713kb doc 1.814.713kb Views: 1437 Date: 30.10.2011
  Vintizenko I. G. Novakov A. A.

  VECTOR MODEL OF ECONOMIC RISKS OF PARALLEL PROJECTS

  08.00.00 Economic sciences

  Tags: vector spaces model of risk risk risk as dispersion of incomes of portfolio risks of parallel projects cost of risk
  Description

  The construction of vector models of the theoretical (quantitative) risks having cost has been shown. Mod-el of parallel projects, vulnerable with the local risk, with construction of the generalized risk of this conglomerate of projects is shown. As a typical case of such design, the portfolio of securities is presented. Earlier offered vector dyadic model develops in four-dimensional model with various variations of vector (external) and scalar (internal) products of vectors of “risky cost” of local risks