Применение теории графов и корреляционного анализа к портфельному инвестированию; Перспективы развития фундаментальных наук
| Parent link: | Перспективы развития фундаментальных наук.— 2015.— [С. 636-638] |
|---|---|
| 1. Verfasser: | |
| Körperschaft: | |
| Weitere Verfasser: | |
| Zusammenfassung: | 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. |
| Sprache: | Russisch |
| Veröffentlicht: |
2015
|
| Schriftenreihe: | Математика |
| Schlagworte: | |
| Online-Zugang: | http://earchive.tpu.ru/handle/11683/19206 http://www.lib.tpu.ru/fulltext/c/2015/C21/200.pdf |
| Format: | Elektronisch Buchkapitel |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=613069 |
| Beschreibung: | 1 файл(361 Кб) |
|---|---|
| Zusammenfassung: | 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. |