ЭБ Коллекция:http://elib.bsu.by:80/handle/123456789/940232019-02-19T12:35:56Z2019-02-19T12:35:56ZFuzzy Evaluation of the Risk of Investment in Securities in the Portfolio Optimization ProblemSiniavskaya, O. A.Zhelezko, B. A.http://elib.bsu.by:80/handle/123456789/940472016-09-29T10:21:40Z2007-01-01T00:00:00ZЗаглавие документа: Fuzzy Evaluation of the Risk of Investment in Securities in the Portfolio Optimization Problem
Авторы: Siniavskaya, O. A.; Zhelezko, B. A.
Аннотация: Investment in securities always associates with the risk, but in practice it is enough
difficult to evaluate the risk quantitatively. There is no united opinion about quantitative
evaluation of the risk in the theory of finance. Two models of the risk evaluation are
the most popularized: Value-at-Risk (VaR) model and risk interpretation as standard
deviation of the security return.2007-01-01T00:00:00ZAbout Prediction of Insurance Companies Expected IncomeRusilko, T. V.http://elib.bsu.by:80/handle/123456789/940462016-09-29T07:12:33Z2007-01-01T00:00:00ZЗаглавие документа: About Prediction of Insurance Companies Expected Income
Авторы: Rusilko, T. V.
Аннотация: The stochastic model of processes of claims and rewards processing in insurance
company was examined. The state of insurance company at a fixed moment
of time is described by Markov process with continuous time and finite number
of states. The theory of Markov processes with incomes is used for forecasting of
expected incomes in insurance company.2007-01-01T00:00:00ZModelling and Analysis of the Belarusian Interbank Market’s RateMiksjuk, A.http://elib.bsu.by:80/handle/123456789/940452016-09-29T10:29:08Z2007-01-01T00:00:00ZЗаглавие документа: Modelling and Analysis of the Belarusian Interbank Market’s Rate
Авторы: Miksjuk, A.
Аннотация: A theoretical model of interbank market in national currency is developed.
Basing on it, an empirical error correction model of the interbank market’s rate
is estimated. It is shown that the model does not only reflect the dynamics of
the rate in the past, but may also be used for economic policy analysis given that
the National bank does not change its auction operations strategy.2007-01-01T00:00:00ZAn Econometric Model for Short-Term Forecasting of Main Macroeconomic Indicators of BelarusKravtsov, M. K.Burdyka, M. M.Pashkevich, A. V.Haspadarets, V. I.http://elib.bsu.by:80/handle/123456789/940432016-08-04T13:19:10Z2007-01-01T00:00:00ZЗаглавие документа: An Econometric Model for Short-Term Forecasting of Main Macroeconomic Indicators of Belarus
Авторы: Kravtsov, M. K.; Burdyka, M. M.; Pashkevich, A. V.; Haspadarets, V. I.
Аннотация: An macroeconometric model is proposed for short-term forecasting of belarusian
GDP, its demand-side (final consumption expenditures of households, general
government final consumption expenditures, gross fixed capital formation and net
export), real compensation of employees, tax revenues, consumer price index and
real money income of population.2007-01-01T00:00:00Z