Investicijų Portfelio Sudarymas Naudojant Sprendimų Paramos Sistemą
Investment Portfolio Formation Using Decision Support System

Summary/Abstract: In contemporary financial market and scientific field of finance the demand for knowledge-based and software-supplied systems allowing investors and financial analysts to make proper and timely decisions is rising. The possible instrument for solving the problem of optimal portfolio formation in the capital market is proposed in the paper – the investment portfolio decision support system. The paper also thoroughly describes the structure of the system, as well as its main operation principles. The system is based on the adequate portfolio model, which proposes to express portfolio values in three parameters – profitability, reliability and risk. Thus in decision-making subsystem two surfaces are formed – possibilities (efficient) surface and utility functions’ surface, and in their tangency point the optimal decision is found – the structure of investment portfolio. The possible trends of system’s development and possibilities of its application are presented.

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