Here we use the following notation:

• SI — sources of income (securities).

     General properties of the task:

• task type — 4;
• diversity of SI profitability — varying (see definit.);
• option of SI realization — on their definite profitability;
• option of accounting SI realization period:
  • by its limitation (option 1);
  • by setting its parameters (option 2);
• number of same-type SI purchased by one request — all;
• payback factor — absent;
• the need for statistical modeling:
  • for option 1 — is;
  • for options 2 — not is.

     Given:

• number of investment options, for each of them are given:
  • investment amount, which consists of two parts:
    • investor's own funds;
    • credit funds, involved by him;
• interest rate on the loan;
• for option 1 — deadline of realizing acquired SI;
• for option 2:
  • control period of realizing acquired SI;
  • maximum probability of incomplete realizing SI of each type during this period;
• number of SI types, for each of them are given:
  • SI sample description;
  • number of initial SI;
  • minimum and permissible numbers of being acquired SI samples;
  • cost of one SI;
  • specific income (per time unit) from owning one SI;
  • number of proceeds options for SI realization, for each of them are given:
    • expected proceeds from realizing one SI (selling price);
    • number of points of a tabular function of distributing a random time to the moment of entering a request for SI realization, for each of them are given:
      • value of argument: a current time to entering a request for reasizing SI;
      • value of function of this time distribution;
  • for option 1 — markdown factor for remaining SI at their clearance sale.

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