Designing and testing of the investment portfolio optimization model with application of fuzzy sets in the context of the russian financial market

The article studies theoretical aspects of designing of the investment portfolio optimization model with application of fuzzy sets. Theoretical provisions of the model were tested for a portfolio consisted of five and ten shares which are traded on the Russian financial market. The research is based on development of the model, in which the use of fuzzy sets is connected with consideration of the possible profitability of the security portfolio and its risk.