M.V. Dobrina1

1 Financial University under the Government of the Russian Federation (Moscow, Russia)

1 MVDobrina@fa.ru;dobrina_mv@mail.ru

The question of building an optimal investment portfolio is considered, then, using the example of a specific investment portfolio, the optimal Markowitz portfolio and the effective boundary are built, for this purpose, logarithmic profitability, standard deviation, covariance, correlation, as well as the total yield and volatility of these stocks are determined in the process.

Dobrina M.V. Securities portfolio management: finding an effective boundary. Information-measuring and Control Systems. 2023. V. 21. № 6. P. 64−71. DOI: https://doi.org/10.18127/j20700814-202306-07 (in Russian)

1. Anesyants G.V. Osnovy funktsionirovaniya rynka tsennykh bumag. M.: EBT-Kontur. 2017. 368 c. (in Russian)
2. Markowitz H.M. Portfolio Selection. The Journal of Finance. USA. 1952.
3. Alberto Fernández, Sergio Gómez. Portfolio selection using neural networks. Computers & Operations Research.
4. Dobrina M.V., Alekseiko M.D., Tsesko E.E. Rynok elektronnoi kommertsii: sushchnost i napravleniya sovershenstvovaniya. Materialy XVII Vseros. nauchno-prakticheskoi internet-konf. "Elektronnyi biznes: problemy, razvitie i perspektivy". Pod obshchei red. V.V. Davnisa. 2019. S. 119−122. (in Russian)
5. Dobrina M.V., Strekalova D.S. Prognozirovanie tseny zakrytiya aktsii v Python. Materialy XVII Mezhdunar. nauchno-prakticheskoi konf. "Ekonomicheskoe prognozirovanie: modeli i metody". Pod obshchei redaktsiei V.V. Davnisa. Voronezhskii gosudarstvennyi universitet. Voronezh. 2022. S. 109−112. (in Russian)
6. Dobrina M.V., Shishatsskii A.V. Instrumentalnye metody prognozirovaniya na kriptovalyutnom rynke. Materialy XIV Mezhdunar. nauchno-prakticheskoi konf. "Ekonomicheskoe prognozirovanie: modeli i metody". Pod obshchei redaktsiei V.V. Davnisa. 2018. S. 131−136. (in Russian)
7. Nikitina T.V., Repeta-Tursunova A.V., Fremmel M., Yadrin A.V. Osnovy portfelnogo investirovaniya. Uchebnik dlya bakalavriata i magistratury. Izd. 2-e, ispr. i dop. M.: Izdatelstvo Yurait. 2019. 195 s. (in Russian)
8. Semenkova E.V. Operatsii s tsennymi bumagami. M.: Nauka. 2017. 328 c. (in Russian)
9. Sokolov Yu.A. Rynok tsennykh bumag. Uchebnik dlya prikladnogo bakalavriata. M.: Izdatelstvo Yurait. 2019. 384 s. (in Russian)
10. Kholodkova V.V. Upravlenie investitsionnym proektom: uchebnik i praktikum dlya akademicheskogo bakalavriata. M.: Izdatelstvo Yurait. 2019. 302 s. (in Russian)