Home  Journals  Finance and Credit  37(565) - 2013 October

Formation of optimum portfolio at set level of profitability by means of Lagrange function

Available online: 8 October 2013

Subject Heading: Stock market

JEL Classification: 

In the article the main theoretical preconditions of investment portfolio formation for a given level of return using the function of Lagrange are systemized. The analysis which shows the stages of investment media choice from portfolio investor’s standpoint is given. The author considers the methods of securities portfolio formation and management in case of a fixed income. As a result of the carried-out analysis investment portfolios of securities of the Russian issuers are defined at the set level of profitability, and also comparison of the constructed portfolios with an optimum portfolio of securities is carried out.

Keywords: investments, investment portfolio, forming, management, optimization, function of Lagrange

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

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