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dc.contributor.authorPistunov, I. M.
dc.contributor.authorBielkina, I. A.
dc.date.accessioned2022-07-06T08:14:15Z
dc.date.available2022-07-06T08:14:15Z
dc.date.issued2017
dc.identifier.citationPistunov I. M. Integrated model of investment portfolio optimization / I. M. Pistunov, I. A. Bielkina // Економічний вісник НГУ. – 2017. – № 2. – С. 81-85.uk_UA
dc.identifier.urihttp://ir.nmu.org.ua/handle/123456789/160958
dc.description.abstractAn improved synthetic mathematical model of optimal investment portfolio is proposed. Modeling of the optimal securities portfolio of the US energy companies was conducted in order to compare the proposed model with those previously known. Criterion of relative riskiness was de- veloped to combine ratios of risk and profit in order to compare effectiveness of investment portfo- lio modelsuk_UA
dc.language.isoenuk_UA
dc.subjectinvestment portfoliouk_UA
dc.subjectstock marketuk_UA
dc.subjectprofitabilityuk_UA
dc.subjectinvestment riskuk_UA
dc.subjectMarkowitz mod- el, Sharpe modeluk_UA
dc.titleIntegrated model of investment portfolio optimizationuk_UA
dc.typeArticleuk_UA
dc.identifier.udk336.767:330.46uk_UA


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Показати скорочений опис матеріалу