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Conference object . 2016
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Применение теории графов и корреляционного анализа к портфельному инвестированию

descriptionPublicationkeyboard_double_arrow_right Conference object 08 Apr 2016 Russian

Применение теории графов и корреляционного анализа к портфельному инвестированию

Abstract

The aim of research is to find an optimal portfolio that combines high profit and low risk level. The shares selection criterion during the portfolio creation is based on negative correlation of shares price. The illustrative example of the forming procedure of investment portfolio has been done. The average daily expected yield and the risk for formed portfolios were calculated then the optimal portfolio was selected.

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Keywords

корреляционный анализ, портфельное инвестирование, теория графов

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green