BUILDING A DYNAMIC MODEL OF INVESTMENT PORTFOLIO MANAGEMENT
Journal Title: Международный научный журнал "Интернаука" - Year 2015, Vol 1, Issue 4
Abstract
Different ways and portfolio optimization tasks, which related to methods of incoming information analysis, were considered: spectrum of investor’s opportunities and its information awareness (intuitive analysis), situation of economic environment development (fundamental analysis) and approaches and preparation of input data for analysis — statistical and predictive models (technical analysis). The problem of the creation of investment portfolio management multi-model was determined — model of overall risk for possible forecast horizon minimization, that is made by using the theory of Lagrange multipliers and forecasting methods, was created and analyzed.
Authors and Affiliations
D. Fitim, P. V Hudym
Keywords
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