60605

Автор(ы): 

Сизых Д. С. (ИПУ РАН, Лаборатория 25) НЕАКТУАЛЬНАЯ ЗАПИСЬ

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

Performance Indicators Comparative Analysis of Stocks Investment Portfolios with Various Approaches to Their Formation

ISBN/ISSN: 

978-1-7281-1094-3

DOI: 

10.1109/MLSD49919.2020.9247833

Наименование конференции: 

  • 2020 13th International Conference "Management of Large-Scale System Development" (MLSD)

Наименование источника: 

  • Proceedings of the 13th International Conference "Management of Large-Scale System Development" (MLSD)

Город: 

  • Moscow

Издательство: 

  • IEEE

Год издания: 

2020

Страницы: 

20153207 (1-5) https://ieeexplore.ieee.org/document/9247833
Аннотация
It is presented results of a comparative analysis of the effectiveness of various approaches in forming an investment portfolio are presented on the example of portfolios consisting of shares of the leading IT and telecommunications companies for the period 2015-2020. It is presented the modified variant of the Markowitz portfolio optimization model using the indicator of stable growth of stock prices.

Библиографическая ссылка: 

Сизых Д.С. Performance Indicators Comparative Analysis of Stocks Investment Portfolios with Various Approaches to Their Formation / Proceedings of the 13th International Conference "Management of Large-Scale System Development" (MLSD). Moscow: IEEE, 2020. С. 20153207 (1-5) https://ieeexplore.ieee.org/document/9247833.