Integrated model of investment portfolio optimization

dc.contributor.author	Pistunov, I. M.
dc.contributor.author	Bielkina, I. A.
dc.date.accessioned	2022-07-06T08:14:15Z
dc.date.available	2022-07-06T08:14:15Z
dc.date.issued	2017
dc.identifier.citation	Pistunov 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.uri	http://ir.nmu.org.ua/handle/123456789/160958
dc.description.abstract	An 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 models	uk_UA
dc.language.iso	en	uk_UA
dc.subject	investment portfolio	uk_UA
dc.subject	stock market	uk_UA
dc.subject	profitability	uk_UA
dc.subject	investment risk	uk_UA
dc.subject	Markowitz mod- el, Sharpe model	uk_UA
dc.title	Integrated model of investment portfolio optimization	uk_UA
dc.type	Article	uk_UA
dc.identifier.udk	336.767:330.46	uk_UA