Your Locality:
Republic of Macedonia

Number of publications: 1

Summary: Different ways and portfolio optimization tasks, which related to methods of incoming information analysis, were considered: spectrum of investor’s opportunities and its information awareness (intuitive analysis), situation of economic environment development (fundamental analysis) and approaches and preparation of input data for analysis – statistical and predictive models (technical analysis). The problem of the creation of investment portfolio management multi-model was determined – model of overall risk for possible forecast horizon minimization, that is made by using the theory of Lagrange multipliers and forecasting methods, was created and analyzed.

Keywords: portfolio management, risk minimization, diversification of investments, Lagrange multipliers, multi-model.

 

 


Branch of science: Economic sciences
Read onlineDownload article (pdf)