Financial Analytics: Science and Experience

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Financial Analytics: Science and Experience

40(82) - 2011 October

The investment portfolio of pension capital

Vol. 4, Iss. 40, OCTOBER 2011

Available online: 29 October 2011

Subject Heading: The investment policy

JEL Classification:

Mizel A.A. Doctor of technical sciences, professor of chair of the automated control systems, Tomsky State University of Control Systems and Radio- Electronics
maa@asu.tusur.ru

Rekundal O.I. the post-graduate student of chair of higher mathematics and the mathematical physics, National research Tomsky Polytechnical University
rek_olga@mail.ru

As a result of pension reform of 2002 the great value is got by a problem of a choice of the portfolio generated at the expense of means of pension accumulation. In the article the problem of formation of a portfolio of pension accumulation with the minimum risk and desirable profitableness taking into account legislative restrictions on actives and classes of the actives entering into a portfolio is considered.

Keywords: portfolio, pension, accumulation, strategy, immunization, the bond, risk

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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