Статистика и экономика (Aug 2016)
CRITERIA OF DECISION-MAKING IN THE STOCK MANAGEMENT IN TERMS OF A RISK
Abstract
The authors consider some features of use of the main criteria of decision efficiency in the stock management in terms of a risk based on the manufacturing situations such as criterion of an expectation value, criterion of a threshold level and criterion of a risk minimization. The conclusion is that in using mathematical methods of stock management in terms of risk the criterion of a threshold level represents the most practical value, which implements the principle of planning by probabilistic level.
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