Home  Journals  Financial Analytics: Science and Experience  47(137) - 2012 December

Formation of the optimum investor's strategies on the Russian stock market by means of game theory methods

Available online: 18 December 2012

Subject Heading: Investment policy

JEL Classification: 

The analysis of strategy of the investor on the Russian securities market by means of the main criteria of the games theory and data of matrix game to problems of linear programming is presented in the article. The optimum strategies of the investor forming investment portfolios of different composition of assets of Russian companies, for the different periods of time that promotes increase of expected profitability in the conditions of uncertainty and risk are as a result are defined.

Keywords: investment, investment portfolio, formation, management, optimum, strategy

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

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