Simulation of the dynamics and diversification of stock portfolio

被引：0
|
作者：
机构：
[1] Garashchenko, F.G.
[2] Kulian, V.R.
[3] Petrovich, V.N.
[4] Yun'kova, E.A.
来源：
| 1600年 / Begell House Inc.卷 / 48期
关键词：
Problem solving - Investments - Commerce - Dynamics;
D O I：
10.1615/JAutomatInfScien.v48.i7.40
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
New statements, methods and algorithms for solving problems of investment control, arising in the study of control strategies of stock portfolio, have been considered. The tasks of mathematical modeling and analysis of qualitative characteristics of processes, describing the dynamics of the formation of a stock market value and shares portfolio, are formulated. The peculiarities of application of the analysis of the trajectories in solving the problem of diversification of the risky stock portfolio are investigated. © 2016 by Begell House Inc.
引用
收藏
相关论文
共 50 条
  • [1] On stock portfolio simulation and optimization
    Kabasinskas, A
    Sakalauskas, L
    [J]. MODELLING AND SIMULATION OF BUSINESS SYSTEMS, 2003, : 232 - 234
  • [2] Effects of bonuses on diversification in delegated stock portfolio management
    Hedesstroem, Martin
    Gaerling, Tommy
    Andersson, Maria
    Biel, Anders
    [J]. JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE, 2015, 7 : 60 - 70
  • [3] Analyzing the Dynamics of Stock Networks for Recommending Stock Portfolio
    Lee, Yun-Jung
    Woo, Gyun
    [J]. JOURNAL OF INFORMATION SCIENCE AND ENGINEERING, 2019, 35 (02) : 411 - 427
  • [4] Portfolio Size and Diversification Effect in Lithuanian Stock Exchange Market
    Alekneviciene, Vilija
    Alekneviciute, Egle
    Rinkeviciene, Rasa
    [J]. INZINERINE EKONOMIKA-ENGINEERING ECONOMICS, 2012, 23 (04): : 338 - 347
  • [5] Stock market crises and portfolio diversification in Central and Eastern Europe
    Patev, Plamen
    Kanaryan, Nigokhos
    Lyroudi, Katerina
    [J]. MANAGERIAL FINANCE, 2006, 32 (05) : 415 - 432
  • [6] Investment characteristics, stock characteristics and portfolio diversification of finance professionals
    Khan, Mohammad Tariqul Islam
    Tan, Siow-Hooi
    Chong, Lee-Lee
    Ong, Hway-Boon
    [J]. BORSA ISTANBUL REVIEW, 2017, 17 (03) : 164 - 177
  • [7] Suboptimal international equity portfolio diversification and stock market development
    Kwabi, Frank O.
    Thapa, Chandra
    Paudyal, Krishna
    Neupane, Suman
    [J]. REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2020, 54 (01) : 389 - 412
  • [8] Effects of common factors on stock correlation networks and portfolio diversification
    Eom, Cheoljun
    Park, Jong Won
    [J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2017, 49 : 1 - 11
  • [9] Suboptimal international equity portfolio diversification and stock market development
    Frank O. Kwabi
    Chandra Thapa
    Krishna Paudyal
    Suman Neupane
    [J]. Review of Quantitative Finance and Accounting, 2020, 54 : 389 - 412
  • [10] Chinese stock market integration with developed world: A portfolio diversification analysis
    Sher, Azmat
    An, Haizhong
    Khan, Muhammad Kaleem
    Sagi, Judit
    [J]. HELIYON, 2024, 10 (09)
12345