The Management of Investment Portfolios

被引：0
|
作者：
Konovalova, Maria Yevgenyevna [1 ]
Kuzmina, Olga Yuryevna [1 ]
Mikhaylov, Alexander Mikhaylovich [1 ]
Levchenko, Larisa Vladimirovna [1 ]
Salomatina, Svetlana Yuryevna [1 ]
机构：
[1] Samara State Univ Econ, 141 Soviet Army St, Samara 443090, Russia
来源：
TEM JOURNAL-TECHNOLOGY EDUCATION MANAGEMENT INFORMATICS | 2019年 / 8卷 / 03期
关键词：
Mutual fund; economic and mathematical modelling; investment portfolio management; securities; Markowitz theory; SHARPE RATIO; EFFICIENCY; SELECTION; POLICY;
D O I：
10.18421/TEM83-34
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The strategy for the Russian financial market management for the period up to 2020 aims at increasing the volume of money resources directed to the real sector of economy. The study aims to update mathematical methods and criteria for assessing investment decisions applicable to the development of practical recommendations for the functioning of Mutual funds and rising management companies' attractiveness. The study bases on the system approach and application of the Value at Risk (VaR) method and covers 2010-2017. The necessity of using economic and mathematical modelling in the analysis and selection of the most optimal investment portfolio is proved.
引用
收藏
页码：928 / 937
页数：10
相关论文
共 50 条
  • [41] An optimal investment portfolios model among different regions with investment sunk cost
    Li Zhan
    Yuan, Xiaoling
    Wang, Meixia
    [J]. INFORMATION-AN INTERNATIONAL INTERDISCIPLINARY JOURNAL, 2007, 10 (01): : 21 - 30
  • [42] Active management of equity investment portfolios -: Using component VaR, VaR beta, and benchmark VaR.
    Aragonés, JR
    Blanco, C
    Mascareñas, J
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2001, 27 (03): : 39 - +
  • [43] Orthant-based variance decomposition in investment portfolios
    Department of Economics, Accounting and Finance, University of La Laguna, Camino La Hornera s/n, Santa Cruz de Tenerife
    38071, Spain
    [J]. 1600, Elsevier B.V. (291):
  • [44] Construction of currency portfolios by means of an optimized investment strategy
    Chandrinos, Spyros K.
    Lagaros, Nikos D.
    [J]. OPERATIONS RESEARCH PERSPECTIVES, 2018, 5 : 32 - 44
  • [45] Constructing investment strategy portfolios by combination genetic algorithms
    Chen, Jiah-Shing
    Hou, Jia-Li
    Wu, Shih-Min
    Chang-Chien, Ya-Wen
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2009, 36 (02) : 3824 - 3828
  • [46] CALCULATION OF INVESTMENT PORTFOLIOS WITH RISK FREE BORROWING AND LENDING
    ZIEMBA, WT
    PARKAN, C
    BROOKSHI.R
    [J]. MANAGEMENT SCIENCE SERIES B-APPLICATION, 1974, 21 (02): : 209 - 222
  • [47] Optimizing insurers' investment portfolios: incorporating alternative investments
    Andelinovic, Mihovil
    Skunca, Filip
    [J]. ZBORNIK RADOVA EKONOMSKOG FAKULTETA U RIJECI-PROCEEDINGS OF RIJEKA FACULTY OF ECONOMICS, 2023, 41 (02): : 361 - 389
  • [48] The investment nature of income trusts and their role in diversified portfolios
    Cleary, Sean
    MacKinnon, Greg
    [J]. CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES-REVUE CANADIENNE DES SCIENCES DE L ADMINISTRATION, 2007, 24 (04): : 314 - 325
  • [49] Orthant-based variance decomposition in investment portfolios
    Giner, Javier
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2021, 291 (02) : 497 - 511
  • [50] EVALUATION OF INVESTMENT PORTFOLIOS - SOME TESTS OF ROBUSTNESS AND DIVERSIFICATION
    SENGUPTA, JK
    SFEIR, RE
    [J]. APPLIED ECONOMICS, 1987, 19 (02) : 179 - 189
12345