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Vol.8, No.3, August 2019. ISSN: 2217-8309 eISSN: 2217-8333
TEM Journal
TECHNOLOGY, EDUCATION, MANAGEMENT, INFORMATICS Association for Information Communication Technology Education and Science |
The Management of Investment Portfolios
Maria Yevgenyevna Konovalova, Olga Yuryevna Kuzmina,
Alexander Mikhaylovich Mikhaylov, Larisa Vladimirovna Levchenko,
© 2019 Maria Yevgenyevna Konovalova, published by UIKTEN. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License. (CC BY-NC-ND 4.0)
Citation Information: TEM Journal. Volume 8, Issue 3, Pages 928-937, ISSN 2217-8309, DOI: 10.18421/TEM83-34, August 2019.
Received: 07 March 2019. Revised: 15 June 2019.
Abstract:
The strategy for the Russian financial market management for the period up to 2020 aims at increasing the volume of money resources directed to the real sector of economy. The study aims to update mathematical methods and criteria for assessing investment decisions applicable to the development of practical recommendations for the functioning of Mutual funds and rising management companies’ attractiveness. The study bases on the system approach and application of the Value at Risk (VaR) method and covers 2010-2017. The necessity of using economic and mathematical modelling in the analysis and selection of the most optimal investment portfolio is proved.
Keywords –Mutual fund, economic and mathematical modelling, investment portfolio management, securities, Markowitz theory. |
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