Формирование портфеля акций индекса Доу Джонса
| Parent link: | Перспективы развития фундаментальных наук=Prospects of Fundamental Sciences Development: сборник научных трудов XV Международной конференции студентов, аспирантов и молодых ученых, г. Томск, 24-27 апреля 2018 г./ Национальный исследовательский Томский политехнический университет (ТПУ) ; под ред. И. А. Курзиной, Г. А. Вороновой.— , 2018 Т. 3 : Математика.— 2018.— [С. 49-51] |
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| Summary: | Заглавие с экрана In this paper we consider the need to optimize the investment portfolio. We give the concept of the securities portfolio and the Dow Jones index. We analyzed of financial instruments and their use when formation of the securities portfolio. The optimal ratio between risk, income and liquidity is determined. We implement classical Markowitz portfolio theory. |
| Language: | Russian |
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2018
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| Online Access: | http://earchive.tpu.ru/handle/11683/50842 |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=627612 |
| Summary: | Заглавие с экрана In this paper we consider the need to optimize the investment portfolio. We give the concept of the securities portfolio and the Dow Jones index. We analyzed of financial instruments and their use when formation of the securities portfolio. The optimal ratio between risk, income and liquidity is determined. We implement classical Markowitz portfolio theory. |
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