Finance and Credit

Abstracting and Indexing

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Finance and Credit

19(547) - 2013 May

To question of formation of investment portfolio with inclusion of RTS branch indexes

Vol. 19, Iss. 19, MAY 2013

Available online: 27 May 2013

Subject Heading: INVESTMENTS

JEL Classification:

Gusev V.I. PhD of Technical Sciences, Associate Professor, Department “Finance and Credit”, the International Academy of Business and Management
calgir@ya.ru

Smirnov S.Е. PhD of Technical Sciences, Associate Professor, Department “Applied Informatics”, the Financial University under the Government of the Russian Federation
sergsmi@yandex.ru

Zabrоdinа C.О. Graduate Student, Department “Finance and Credit”, the Financial University under the Government of the Russian Federation
fortyna88@bk.ru

In the article dynamics of price changes of branch indexes of the Russian companies is analyzed. The authors used mathematical tools econo-physicists, which suggest that there is an opportunity to build strategies using correlation analysis of more than one price series. A similar analysis of the stock market may be useful in the formation of an investment portfolio.

Keywords: branch indexes, correlation coefficient, multi-dimensional space, the hierarchical tree, multidimensional matrix portfolio

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

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