Model of formation of low-risk stock portfolio in modern financial markets
DOI:
https://doi.org/10.15587/2313-8416.2016.63252Keywords:
investments, portfolio of stocks, stationary deviation, moving average, trend, economy sectorAbstract
The basic principles of formation of an investment portfolio in modern financial markets are determined. A method of forming stock portfolio due to the statistical properties of stationary process and relations between the behavior of stocks and economic sector, characterizing these actions, is proposed. Optimal points of recalculation of model depends on changes in current trends in the financial market is described
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Copyright (c) 2016 Дмитро Сергійович Богач, Ігор Миколайович Пістунов
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