Statement and solution of the problems of effective investment portfolios formation for the companies in SWU markets

Abstract

In this work the problems of statement and solution for mathematical models of effective investment portfolios formation for the companies in Separation Work Unit (SWU) markets are presented. Two schemes of formation of effective portfolios of the companies in markets SWU are developed. The first scheme is based on the linear model of objective function. The second scheme is based on Value at Risk (VaR) definition of effective portfolio formation. Restrictions from below and from above on portfolio parts are considered. Problem with constraints allow to consider the company's participation in the markets and to take into account the proportion of the quotas for the company. Numerical results of effective portfolios formation for the company are presented.

Enriched uranium market portfolio optimization in fuzzy environment

“…Enriched uranium market is considerably steady which makes it practicable to forecast supply and demand [1][2][3][4][5]. Demand for uranium enrichment is determined by currently operating nuclear reactor capacities, which allows calculating the required fuel volumes and thus the demand for enriched uranium.…”