Building a dynamic model of investment portfolio management

Different ways and portfolio optimization tasks, which related to methods of incoming information analysis, were considered: spectrum of investor’s opportunities and its information awareness (intuitive analysis), situation of economic environment development (fundamental analysis) and approaches and preparation of input data for analysis ? statistical and predictive models (technical analysis). The problem of the creation of investment portfolio management multi-model was determined ? model of overall risk for possible forecast horizon minimization, that is made by using the theory of Lagrange multipliers and forecasting methods, was created and analyzed.