References

1. Altman E.I. Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy // The Journal of Finance, September 1968, pp. 589-609.

2. Altman E.I. Corporate Financial Distress.

3. Altman E.I. Futher Empirical Investigation of the Bankruptcy Cost Question //Journal of Finance, September 1984, pp. 1067 – 1089.

4. Altman E.I. personal Internet homepage. – On site: http://pages.stern.nyu.edu/~ealtman/index.html.

5. Artificial Life Inc web site. – On site: http://www.artificial-life.com

6. Ashby, W.R. An Introduction to Cybernetics. – N.Y., Willey, 1956.

7. Auwerter, St. Don\'t Give Up on Your 401(k). – On site: http://www.smartmoney.com/ask/index.cfm?Story=20020723.

8. Behrens W., Hawranek P.M. Manual for the preparation of industrial feasibility studies. Vienna, UNIDO, 1991.

9. Bellmann R., Zadeh L.A. Decision-making in fuzzy environment // Management Science, 17, pp 141-164.

10. Black F., Scholes M. The Pricing of Options and Corporate Liabilities // The Journal of Political Economy, Vol. 81, May-June 1973, pp. 637-654.

11. Bollerslev T. Generalized Autoregressive Conditional Heteroskedasticity // Journal of Econometrics, Vol. 31, pp. 307-327, 1986.

12. Buckley J. personal Internet homepage. – On site: http://www.math.uab.edu/buckley/.

13. Buckley, J. Solving fuzzy equations in economics and finance // Fuzzy Sets & Systems, 1992, N 48.

14. Chance, Don M. Modeling Asset Prices as Stochastic Processes. – On site: http://www.cob.vt.edu/finance/faculty/dmc/Courses/TCHnotes/TN00-03.PDF.

15. Chesser, D.L., "Predicting Loan Noncompliance," The Journal of Commercial Bank Lending, 56(12), 1974, 28-38.

16. Chopra V.K., Ziemba W.T. The Effects of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice. – In: Worldwide Asset And Liability Modeling.– Cambridge University Press, 1998.

17. Engle, Robert F. Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation // Econometrica, Vol. 50, pp. 987-1007, 1982.

18. Fama E.F. Efficient Capital Markets: A Review of Theory & Empirical Work // Journal of Finance, May 1970, pp. 383-417.

19. Fama E.F., French K. The Cross-Section of Expected Stock Returns // Journal of Finance, June 1992, p.p. 427-465.

20. Fishburn P. Utility Theory for Decision-Making. N.Y., Wiley, 1970.

21. GARCH Toolbox. – On site: http://www.mathworks.co.uk/access/helpdesk/help/toolbox/garch/garch.shtml.

22. Gil Aluja, J. Investment in Uncertainty. – Kluwer Academic Publishers, 1998.

23. Gimein, Mark. You Bought. They Sold. – On site: http://www.fortune.com/indext.jhtml?channel=print_article.jhtml&doc_id=209015

24. Greenspan, Alan. The Challenge of Central Banking in a Democratic Society. – On site: http://www.federalreserve.gov/boarddocs/speeches/1996/19961205.htm.

25. Hoppe R. It’s Time We Buried Value-at-Risk. – On site: http://www.itrac.com/paper/BURYVAR.DOC .

26. Hoppe R. personal Internet homepage. – On site: http://www.itrac.com/overview.htm .

27. Hull, J. C. Options, Futures and Other Derivative Securities. - Upper Saddle River, New Jersey, Prentice Hall, Inc., 1998.

28. Inflation rate historical data. – On site: http://www.econedlink.org/lessons/index.cfm?lesson=EM222 .

29. IndexFunds finance portal. – On site: http://www.indexfunds.com/data/IndexScreener.php?id=3_Month_T-Bill.

30. Jorion P. Value-at-Risk: The New Benchmark for Managing Financial Risks. - McGraw-Hill Trade, 2000, ISBN: 0071355022

31. Krugman, Paul. Clueless In Crawford. – On site: http://www.nytimes.com/2002/08/13/opinion/13KRUG.html.

32. Lattice Financial Portfolio Management. – On site: http://www.latticefinancial.com/portfoliomanagement.html .

33. Lehman Brothers finance portal. – On site: http://www.lehman.com/fi/research.htm .

34. Lintner J. The Valuation of Risk Assets and The Selection of Risky Investments in Stock Portfolios and Capital Budgets // Review of Economics and Statistics, February 1965, pp. 13-37.

35. Luskin D. Extremes. – On site: http://www.trendmacro.com/a/luskin/20020724luskin.asp .

36. Luskin D. The New High Plato: Evaluation Conundrum. – On site: http://www.trendmacro.com/a/luskin/20020510luskin.asp.

37. Markowitz H.M. Portfolio Selection // Journal of Finance, March 1952, pp. 77-91.

38. Markowitz H.M. Portfolio Selection. – Yale University Press, 1959.

39. Markowitz H.M. personal Internet homepage. – On site: http://cepa.newschool.edu/het/profiles/markow.htm.

40. MGFS Industry Groups. – On site: http://mgfs.com/.

41. Nedosekin A. Fuzzy Sets Applications to Finance Management //Audit & Finance Analysis (Russian & English editions), №2, 2000.

42. Nedosekin A. Stocks Scoring Using Fuzzy Definitions //Audit & Finance Analysis (Russian & English editions), №3, 2001.

43. Nedosekin A. Portfolio Optimization In Essential Uncertainty Conditions // Audit & Finance Analysis (Russian & English editions), №1, 2002.

44. Nedosekin A. Monotonous Investment Portfolios & Their Optimization // Audit & Finance Analysis (Russian & English editions), №4, 2002.

45. Nedosekin A. Fund Indices Prediction // Audit & Finance Analysis (Russian & English editions), №4, 2002.

46. Nedosekin A. personal Internet site. – On site: http://sedok.narod.ru/eng/index.hlm.

47. Neumann, D von, Morgenstern O. Theory of Games & Economic Beheavor. – Princeton, 1980. ISBN 0691003629.

48. Option Adviser. – On site: http://www.numa.com/derivs/ref/calculat/option/calc-opa.htm.

49. Peray K. Investing in mutual funds using fuzzy logic. St. Lucie Press, USA, 1999.

50. Peray K. personal Internet homepage. – On site: http://ourworld.compuserve.com/homepages/peray/logicco.htm.

51. Pundit Watch: Abby Cohen. – On site: http://www.smartmoney.com/pundits/index.cfm?story=cohen.

52. Quick Stock Evaluation. – On site: http://www.quicken.com/investments/seceval/ .

53. Sahakian C.E. The Delphi Method. – The Corporate Partnering Institute, 1997.

54. Sharpe W.F. A Simplified Model of Portfolio Analysis // Management Science, January 1963.

55. Sharpe W.F. personal Internet homepage. – On site: http://www.stanford.edu/~wfsharpe/home.htm.

56. Sharpe W.F. Sharpe Ratio. - On site: http://www.stanford.edu/~wfsharpe/art/sr/sr.htm .

57. Shiller R. personal Internet homepage. – On site: http://www.econ.yale.edu/%7Eshiller/ .

58. Shimko, D. Bounds of Probability // Risk, 6, 1993, April, pp 33-37.

59. Siemens Business Services Russia web site. – On site: http://www.sbs.ru/ .

60. SIGEF Association - On site: http://gandalf.fcee.urv.es/sigef/english/frame.html .

61. Taffler R.J., Tisshaw H. Going, going, gone – four factors which predict // Accountancy, March 1977, pp. 50-54.

62. Trippi R.R., Lee J.K. Artificial Intelligence in Finance & Investing: State-of-the-Art Technologies for Securities Selection and Portfolio Management. Irwin Professional Publishing, 1995.

63. UNIDO web site. – On site: http://www.unido.org/ .

64. USA sector summary. – On site: http://biz.yahoo.com/p/s_peeu.html .

65. USA treasures historical data. – On site: http://www.federalreserve.gov/releases/h15/data/m/fp1m.txt

66. Wall A. Study of Credit Barometrics – Federal Reserve Bulletin. Vol. 5 (March 1919), p.p. 229-243.

67. Worldwide Asset Liability Management. – Edited by J.Mulvey and P.Zemba. – N.Y.: John Wiley & Sons, 1998.

68. Yahoo! Finance portal. – On site: http://finance.yahoo.com/q?s=^SPC&d=c&k=c1&a=v&p=s&t=my&l=off&z=m&q=l.

69. Zadeh L.A. Fuzzy sets as a basis for a theory of possibility // Fuzzy Sets and Systems. - 1978. - Vol.1, №1.

70. Zadeh L.A personal Internet homepage. – On site: http://http.cs.berkeley.edu/People/Faculty/Homepages/zadeh.html .

71. Zaks.com Internet homepage- On site: http://my.zacks.com/ .