Logical-and-probabilistic modeling of security portfolio risks
Abstract
A brief description of logical-and-probabilistic techniques of the assessment and analysis of risks and selection of security portfolio is given. The basics concepts, formulas and models are provided. Software implementing the techniques is described. The results of investigations on real data produced with application of the software are presented.
Published
2007-12-20
How to Cite
Alekseev, V., & Solozhentsev, E. (2007). Logical-and-probabilistic modeling of security portfolio risks. Information and Control Systems, (6), 49-56. Retrieved from http://proceedings.spiiras.nw.ru/index.php/ius/article/view/14716
Issue
Section
Control in social and economic systems