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Портал Begell Электронная Бибилиотека e-Книги Журналы Справочники и Сборники статей Коллекции
Journal of Automation and Information Sciences
SJR: 0.232 SNIP: 0.464 CiteScore™: 0.27

ISSN Печать: 1064-2315
ISSN Онлайн: 2163-9337

Выпуски:
Том 51, 2019 Том 50, 2018 Том 49, 2017 Том 48, 2016 Том 47, 2015 Том 46, 2014 Том 45, 2013 Том 44, 2012 Том 43, 2011 Том 42, 2010 Том 41, 2009 Том 40, 2008 Том 39, 2007 Том 38, 2006 Том 37, 2005 Том 36, 2004 Том 35, 2003 Том 34, 2002 Том 33, 2001 Том 32, 2000 Том 31, 1999 Том 30, 1998 Том 29, 1997 Том 28, 1996

Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v48.i7.40
pages 28-40

Simulation of the Dynamics and Diversification of Stock Portfolio

Fedor G. Garashchenko
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Victor R. Kulian
Kiev National Taras Shevchenko University, Kiev
Valentina N. Petrovich
Kiev National Taras Shevchenko University, Kiev
Elena A. Yun'kova
Vadym Hetman Kiev National Economic University, Kiev

Краткое описание

New statements, methods and algorithms for solving problems of investment control, arising in the study of control strategies of stock portfolio, have been considered. The tasks of mathematical modeling and analysis of qualitative characteristics of processes, describing the dynamics of the formation of a stock market value and shares portfolio, are formulated. The peculiarities of application of the analysis of the trajectories in solving the problem of diversification of the risky stock portfolio are investigated.

ЛИТЕРАТУРА

  1. Garashchenko F.G., Kulian V.R., Rutytskaya V.V., Modeling and analysis of investment trends, Mezhdunarodnyi nauchno-tekhnicheskiy zhurnal "Problemy upravleniya i informatiki", 2011, No. 6, 109–119.

  2. Garashchenko F.G., Kulian V.R., Rutytskaya V.V., Application of practical stability methods to solve the problems of investment management, Vestnik Kievskogo natsionalnogo universiteta im. Tarasa Shevchenko, 2005, 3, 232–239.

  3. Chernous'ko F.L., Evaluation of a phase state of dynamical systems [in Russian], Nauka, Moscow, 1988.

  4. Sharpe W., Alexander G., Bailey J., Investments (Russian translation), Universitetskiy uchebnik, Moscow, 2001.


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