Securities portfolio management: finding an effective boundary
- 1 Financial University under the Government of the Russian Federation (Moscow, Russia)
Abstract
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.
- Received
- 08.08.2023
- Approved after review
- 22.08.2023
- Accepted
- 02.10.2023
How to cite
Добрина М.В. Управление портфелем ценных бумаг: поиск эффективной границы // Информационно-измерительные и управляющие системы. 2023. Т. 21. № 6. С. 64−71. DOI: https://doi.org/10.18127/j20700814-202306-07
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