Simulation of the dynamics and diversification of stock portfolio

被引：0
|
作者：
Garashchenko F.G. [1 ]
Kulian V.R. [1 ]
Petrovich V.N. [1 ]
Yun'kova E.A. [2 ]
机构：
[1] Kiev National Taras Shevchenko University, Kiev
[2] Kiev National Economic University, Kiev
来源：
| 1600年 / Begell House Inc.卷 / 48期
关键词：
Dynamics and diversification simulation; Problems of investment control; Shares portfolio; Stock market value; Trajectories analysis;
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.
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页码：28 / 40
页数：12
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