Pistunov, I. M.I. M.PistunovBielkina, I. A.I. A.Bielkina2022-07-062022-07-062017Pistunov I. M. Integrated model of investment portfolio optimization / I. M. Pistunov, I. A. Bielkina // Економічний вісник НГУ. – 2017. – № 2. – С. 81-85.http://ir.nmu.org.ua/handle/123456789/160958An 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 modelseninvestment portfoliostock marketprofitabilityinvestment riskMarkowitz mod- el, Sharpe modelArticle336.767:330.46