Formirovanie Portfelya Na Finansovom Rynke: Algoritm, Metodika, Modeli - Nadezhda Skorospelova - Books - LAP LAMBERT Academic Publishing - 9783659439636 - August 21, 2013
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Nadezhda Skorospelova
Formirovanie Portfelya Na Finansovom Rynke: Algoritm, Metodika, Modeli Russian edition

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Rabota posvyashchena probleme formirovaniya optimal'nogo portfelya iz riskovykh aktivov. Avtorami predlagaetsya algoritm resheniya zadachi formirovaniya optimal'nogo portfelya, uchityvayushchiy sleduyushchie mery riska: standartnoe otklonenie, poluotklonenie, stoimost' pod riskom VaR. Proizvedena formalizatsiya zadachi v vide matematicheskoy modeli. Razrabotana metodika postroeniya agregirovannogo pokazatelya riska, sostoyashchego iz perechislennykh mer riska, bez ucheta i s uchetom dokhodnosti. Proveden vychislitel'nyy eksperiment na osnove statisticheskoy informatsii po aktsiyam, obrashchayushchimsya na MMVB, dany rekomendatsii investoru po formirovaniyu optimal'nogo portfelya. Dlya studentov, aspirantov, prepodavateley ekonomicheskikh distsiplin, a takzhe nauchnykh rabotnikov i spetsialistov po finansovomu, bankovskomu i strakhovomu delu.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 21, 2013
ISBN13 9783659439636
Publishers LAP LAMBERT Academic Publishing
Pages 80
Dimensions 150 × 5 × 225 mm   ·   137 g
Language German  

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