Mathematical Analysis of Investment Processes in Uncertainty

Abstract

An axiomatic approach to stock market research and an assessment of the
effective securities portfolio are proposed. A meaningful interpretation was found for the studied
three parameters of the stock market. When examining a financial investment model, the optimal
solution is determined by the conditions at the time of the model formation. In real life, these
conditions are changeable. Changing the parameters of the original model requires an assessment
of the change in the optimal solution. We consider methods of sensitivity analysis based on
the principle of minimax and the duality theory, which is important in the sense of economic
applications, associated with it.