Geodesic
On the problem of diversification of contribution on the three deposits
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 4 (2013), pp. 55-61

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In what way the depositor should allocate his deposit in the bank taking into account one-rouble deposit and two currency deposits (in dollars and euro) in order to get the largest income in a year? The rate of exchange in the end of the year is unknown as a rule and the depositor orients himself towards the boundaries of changing of such rate. The allocation between the deposits of one ruble only is the answer of the question. The article which we suggest is devoted to the solution of the latter problem for a riskofob.
Mots-clés : maximin
Keywords: strategy, uncertainty, outcome. 
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     title = {On the problem of diversification of contribution on the three deposits},
     journal = {Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹ\^uternye nauki},
     pages = {55--61},
     publisher = {mathdoc},
     number = {4},
     year = {2013},
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}
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V. I. Zhukovskii; N. G. Soldatova. On the problem of diversification of contribution on the three deposits. Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 4 (2013), pp. 55-61. http://geodesic.mathdoc.fr/item/VUU_2013_4_a5/