The Management of Investment Portfolios
Journal: TEM JOURNAL - Technology, Education, Management, Informatics (Vol.8, No. 3)Publication Date: 2019-08-31
Authors : Maria Yevgenyevna Konovalova Olga Yuryevna Kuzmina Alexander Mikhaylovich Mikhaylov Larisa Vladimirovna Levchenko Svetlana Yuryevna Salomatina;
Page : 928-937
Keywords : Mutual fund; economic and mathematical modelling; investment portfolio management; securities; Markowitz theory;
Abstract
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.
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Last modified: 2019-09-01 21:12:55