Home  Journals  Finance and Credit  9(537) - 2013 March

Mathematical model for choice of optimal investment portfolio

Available online: 6 March 2013

Subject Heading: MODELING IN ECONOMICS

JEL Classification: 

In article the mathematical model, allowing to form an optimum investment portfolio of securities (actions) and different from existing portfolio models bigger realness and adequacy of an assessment of risks and profitability of actions is presented. The model is used the data on stock returns for previous periods and forecasted values of risk and return for shares in the future. A method for predicting future values of the material measures and measures of possible actualization of possible updating of gains and losses on shares is described. The developed model portfolio is classified as linear programming optimization models.

Keywords: mathematical model, optimal, investment portfolio, probability, profitability, stocks

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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