The problem of choosing an investment portfolio of risk Cover Image

Проблема вибору інвестиційного портфеля з врахуванням ризику
The problem of choosing an investment portfolio of risk

Author(s): Vladimir Gamaliy, Viktoriay Vishnevska
Subject(s): Economy, National Economy, Business Economy / Management, Micro-Economics, Socio-Economic Research
Published by: Кіровоградський національний технічний університет
Keywords: financial investment; risk; portfolio of securities;

Summary/Abstract: The aim of this work is to study the problem of choosing an investment portfolio of risk.In the article one of the approaches to the decision of a question, a rational choice of an investment portfolio is offered on the basis of use of criteria of an average value and a standard deviation. Simulation of the process of selecting an investment portfolio can file a financial investment structure as "risk - chance" and to define effective or optimal portfolios.