Model of investment portfolio optimization

dc.contributor.author	Pistunov, I. M.
dc.date.accessioned	2022-07-07T08:25:56Z
dc.date.available	2022-07-07T08:25:56Z
dc.date.issued	2017
dc.identifier.citation	Pistunov I. M. Model of investment portfolio optimization / Pistunov I. M. // "Scientific Horizonta - 2017" : materials of the XI International Scientific and Practical Conference Sheffild : Science and Educatuon, 2017. – Vol 4. – Pp. 30-33.	uk_UA
dc.identifier.uri	http://ir.nmu.org.ua/handle/123456789/161014
dc.description.abstract	Many researchers and practitioners traders investigate the problem of optimal portfolios formation. This method is an effective tool for filtering incoming data on securities volatility. As for research works relevant for CIS countries, a significant contribution to the theory of optimal investment portfolio. Despite the existing variety of scientific and practical approaches to formation of investment strategy and risk management, classical Markowitz and Sharpe models are widely applied for direct distribution of funds among the assets. The aim of this study is to improve the investment portfolio optimization model by combining existing Markowitz and Sharpe models.	uk_UA
dc.language.iso	en	uk_UA
dc.subject	model of investment portfolio optimization	uk_UA
dc.title	Model of investment portfolio optimization	uk_UA
dc.type	Article	uk_UA