Here we use the following notation:

• SI — sources of income (securities).

     General properties of the task:

• task type — 2;
• diversity of SI profitability — varying (see definit.);
• option of SI realization — through a certain period;
• payback factor — absent;
• the need for statistical modeling — is.

     Given:

• investment amount, which consists of two parts:
  • investor's own funds;
  • credit funds, involved by him;
• interest rate on the loan;
• realization period for acquired SI;
• 4 parameters of restrictions of two types on the investment risk, depending on the factors of variation of profitability parameters;
• number of SI types with fixed profitability parameters, for each of them are given:
  • SI sample description;
  • minimum and permissible numbers of being acquired SI samples;
  • cost of one SI;
  • specific income (per time unit) from owning one SI;
  • expected proceeds from realizing one SI;
• number of SI types ofspecific distribution of profitability parameters (normal, exponential, uniform or intermittent), for each of them are given:
  • minimum and permissible numbers of being acquired SI samples;
  • cost of one SI;
  • specific income from owning one SI;
  • parameters of expected proceeds from realizing one SI:
    • for normal distribution: mean value and mean square deviation;
    • for exponential distribution: minimum value and average deviation;
    • for uniform distribution: minimum and maximum values;
    • for intermittent distribution: 4 pairs of parameters: a value of proceeds and its likelihood of realization.

     Maximized quality criterion:absolute income from realization of SI and their previous exploitation.