Применение теории графов и корреляционного анализа к портфельному инвестированию
| Parent link: | Перспективы развития фундаментальных наук=Prospects of fundamental sciences development: сборник научных трудов XII Международной конференция студентов и молодых ученых, г. Томск, 21-24 апреля 2015 г./ Национальный исследовательский Томский политехнический университет (ТПУ) ; Национальный исследовательский Томский государственный университет (ТГУ) ; Томский государственный архитектурно-строительный университет (ТГАСУ) ; Томский государственный университет систем управления и радиоэлектроники (ТУСУР) ; ред. кол. И. А. Курзина ; Г. А. Воронова ; С. А. Поробова. [С. 636-638].— , 2015 |
|---|---|
| Main Author: | |
| Corporate Author: | |
| Other Authors: | |
| Summary: | Заглавие с экрана The aim of research is to find an optimal portfolio that combines high profit and low risk level. The shares selection criterion during the portfolio creation is based on negative correlation of shares price. The illustrative example of the forming procedure of investment portfolio has been done. The average daily expected yield and the risk for formed portfolios were calculated then the optimal portfolio was selected. |
| Published: |
2015
|
| Series: | Математика |
| Subjects: | |
| Online Access: | http://earchive.tpu.ru/handle/11683/19206 http://www.lib.tpu.ru/fulltext/c/2015/C21/200.pdf |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=613069 |
| Physical Description: | 1 файл(361 Кб) |
|---|---|
| Summary: | Заглавие с экрана The aim of research is to find an optimal portfolio that combines high profit and low risk level. The shares selection criterion during the portfolio creation is based on negative correlation of shares price. The illustrative example of the forming procedure of investment portfolio has been done. The average daily expected yield and the risk for formed portfolios were calculated then the optimal portfolio was selected. |