Computer modeling of optimal portfolio construction

Authors

  • Сергей Борисович Данилевич Kharkiv University of Humanities “People’s Ukrainian Academy” 27, Lermontovskaya St., 61000, Kharkiv, Ukraine
  • Ольга Владимировна Дьячкова Kharkiv University of Humanities “People’s Ukrainian Academy” 27, Lermontovskaya St., 61000, Kharkiv, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2012.3913

Keywords:

Optimal investment portfolio, risk, Excel

Abstract

The methods and practical recommendations for automation of the optimal portfolios formation processes via MS Excel are presented

Author Biographies

Сергей Борисович Данилевич, Kharkiv University of Humanities “People’s Ukrainian Academy” 27, Lermontovskaya St., 61000, Kharkiv

Cand. Sc. (Physics and Mathematics), Associated Professor

Information Technologies and Mathematics Department

Ольга Владимировна Дьячкова, Kharkiv University of Humanities “People’s Ukrainian Academy” 27, Lermontovskaya St., 61000, Kharkiv

Lecturer

Information Technologies and Mathematics Department

 

References

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  4. Лукасевич, И. Я. Анализ финансовых операций [Текст] / И. Я. Лукасевич. – М.: ЮНИТИ, 1998. – 400 с.
  5. Джексон, М. Финансовое моделирование в Excel и VBA [Текст] : пер. с англ. / М. Джексон, М. Стонтон. – М.: Диалектика, 2006. – 352 с.
  6. Брусанов, В. В. Построение эффективной границы модели Шарпа при портфельной оптимизации [Электр. ресурс] / Аналитика без границ. Междунар. банковский клуб. – Режим доступа : http://www.mbka.ru/item207.
  7. Кузнецов, Б. Т. Инвестиции: уч. пособие для студентов вузов [Текст] / Б. Т. Кузнецов. – М.: ЮНИТИ-ДАНА, 2006. – 679 с.
  8. Огарев, Г. 36 законов эффективного управления компанией [Текст] / Г. Огарев. – М.: РИПОЛ КЛАССИК, 2002. – 448 с.

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Published

2012-04-01

How to Cite

Данилевич, С. Б., & Дьячкова, О. В. (2012). Computer modeling of optimal portfolio construction. Eastern-European Journal of Enterprise Technologies, 2(11(56), 33–36. https://doi.org/10.15587/1729-4061.2012.3913

Issue

Vol. 2 No. 11(56) (2012): Applied information technologies

Section

Applied Information Technology

License

Copyright (c) 2014 Сергей Борисович Данилевич, Ольга Владимировна Дьячкова

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