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
Related Articles
- EP ID EP238979
- DOI -
- Views 93
- Downloads 0
PROGRAM MODEL OF THE EDUCATION SCHEDULE FORMATION SYSTEM
This article is devoted to developing software model algorithm of implementation schedule of training sessions.
INTERNATIONAL TRADE OF FRANCE BETWEEN2007 AND2011. THE INFLUENCE OF THE CRISIS OF 2008
The aspects of forming a structure of international trade in France between 2007 and 2007 and the influence of the crisis of 2008 are investigated.
THE CHELYABINSK REGINAL COLLEGE OF ADVOCATES IN THE GREAT PATRIOTIC WAR YEARS. THE FUNCTIONAL AND ORGANIZED STRUCTURE
The article is considered the basic organizational forms and functional obligations of South Ural lawyers in The Great Patriotic War years. Underlined, the activity of college of advocates had become multifunctional. The...
LOYALTY PROGRAMS OF THE RETAIL E-COMMERCIAL ENTERPRISES
The review of the loyalty programs implementation by the Ukrainian retail e-commerce market leaders.
BILATERAL IMPACT OF BREXIT: CAUSES AND CONSEQUENCES FOR THE EUROPEAN UNION AND UKRAINE
In the article, the author examines the implications of the UK's exit from the community for the EU and Ukraine. The author points out various arguments in favor of the British exit from Brexit, but with the negative sid...