年間 12 号発行
ISSN 印刷: 1064-2315
ISSN オンライン: 2163-9337
Indexed in
Simulation of the Dynamics and Diversification of Stock Portfolio
要約
New statements, methods and algorithms for solving problems of investment control, arising in the study of control strategies of stock portfolio, have been considered. The tasks of mathematical modeling and analysis of qualitative characteristics of processes, describing the dynamics of the formation of a stock market value and shares portfolio, are formulated. The peculiarities of application of the analysis of the trajectories in solving the problem of diversification of the risky stock portfolio are investigated.
-
Garashchenko F.G., Kulian V.R., Rutytskaya V.V., Modeling and analysis of investment trends, Mezhdunarodnyi nauchno-tekhnicheskiy zhurnal "Problemy upravleniya i informatiki", 2011, No. 6, 109–119.
-
Garashchenko F.G., Kulian V.R., Rutytskaya V.V., Application of practical stability methods to solve the problems of investment management, Vestnik Kievskogo natsionalnogo universiteta im. Tarasa Shevchenko, 2005, 3, 232–239.
-
Chernous'ko F.L., Evaluation of a phase state of dynamical systems [in Russian], Nauka, Moscow, 1988.
-
Sharpe W., Alexander G., Bailey J., Investments (Russian translation), Universitetskiy uchebnik, Moscow, 2001.
-
Kulian V. R., Yunkova O. O., Mathetical problem of banking assets diversification, Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, 1, 2021. Crossref