| Issue: | 2017 №2 (58) |
| Section: | |
| UDK: | 336.767:330.46 |
| Article language: | English |
| Pages: | 81-85 |
| Title: | Integrated model of invesment portfolio optimisation |
| Authors: | Pistunov I. M.,
Bielkina I. A. |
| Annotation: | An improved synthetic mathematical model of optimal investment portfolio is proposed. Modeling of the optimal securities portfolio of the US energy companies was conducted in order to compare the proposed model with those previously known. Criterion of relative riskiness was developed to combine ratios of risk and profit in order to compare effectiveness of investment portfolio models |
| Keywords: | Investment portfolio, Stock market, Profitability, Investment risk, Markowitz model, Sharpe model |
| File of the article: | EV20172_081-085.pdf |
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