scholarly journals A method for minimum risk portfolio optimization under hybrid uncertainty

2018 ◽  
Vol 973 ◽  
pp. 012033
Author(s):  
Yu E Egorova ◽  
A V Yazenin
2021 ◽  
pp. 58-69
Author(s):  
Александр Васильевич Язенин ◽  
Илья Сергеевич Солдатенко

В работе проведены исследования эффективной границы портфеля минимального риска в условиях гибридной неопределенности. Для случая двумерного портфеля при ограничении на ожидаемую доходность портфеля и ограничении по возможности/необходимости и вероятности на доходность портфеля в зависимости от уровня вероятности построены квазиэффективные границы портфеля. Результаты численных экспериментов согласуются с ранее полученными авторами теоретическими результатами. The paper studies the effective boundary of the minimum risk portfolio in the conditions of hybrid uncertainty. For the case of a two-dimensional portfolio, with a restriction on the expected return of the portfolio and a restriction on possibility/necessity and probability on the return of the portfolio, quasi-effective portfolio boundaries are constructed depending on the probability level. The results of numerical experiments are consistent with the theoretical results previously obtained by the authors.


2018 ◽  
pp. 101-112
Author(s):  
Alexander Vasilyevich Yazenin ◽  
◽  
Ilia Sergeyevich Soldatenko ◽  

2014 ◽  
Vol 21 (1) ◽  
pp. 86-90
Author(s):  
Robertas Badaras ◽  
Gabija Dragelytė ◽  
Indrė Vaitekonytė ◽  
Juozas Ivaškevičius ◽  
Jūratė Šipylaitė

Materials and Methods. Published articles on the opioid abuse and methods of opioid detoxification were identified by searching medical databases, using corresponding literature and were also searched manually for applicable papers. The search was limited to articles published from 1985 through 2014. Results. Opioid dependence determine pathophysiologic changes in the dopaminergic pathways of the organism, as well as the alterations in the stress-responsive hypothalamic-pituitary-adrenal axis. The usage of opioid antagonists in the early stages of withdrawal, can lead the effectiveness of opioid detoxification to 100%. Rapid opioid detoxification do not remove all the symptoms of abstinence. Negative aspects, concerning the procedure, while using prevention, can be reduced to the minimum risk. Rapid opioid detoxification, comparing it with Ultrarapid opioid detoxification procedure, diverges as less financial resources and a lower risk containing technique. Conclusions. Use of antagonists may reduce the duration of withdrawal, thus reducing the overall severity of withdrawal and increasing the chances of successful completion. This technique facilitates commencement of naltrexone treatment. Dosing regimens used in clinical trials vary. Subsequent results do not correlate with the methods of detoxification.


2017 ◽  
pp. 118-129
Author(s):  
I. A. Kondrashov ◽  
V. Mandal

Iodine containing contrast media are used much frequently now-a-days for computed tomography examinations in children. The group of non-ionic monomers occupies a special place among modern contrast agents. Low osmolarity and viscosity, electrical neutrality and the highest iodine content of these contrast materials provide the best diagnostic efficacy with minimum risk of adverse reactions. However, characteristic anatomic and physiological aspects of a growing child’s body require additional attention and care during diagnostic procedures with use of such contrast agents. This article presents concise literature review of recent years highlighting practical aspects of nonionic lowosmolar iodinated contrast material use for computed tomography assisted diagnostic examinations in child population.


Author(s):  
A.A. Vashkevich ◽  
◽  
V.A. Shashel ◽  
A.S. Bochkov ◽  
V.V. Zhukov ◽  
...  

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