UDC 5177
Authors
Sergeev Alexey V.
Financial University under the Government of the Russian Federation, Moscow, Russia
Abstract
For modern economy as well as for stock market the conditions of information uncertainty are inherited. Accordingly, this situation causes significant risks both for the activities of individual inverters and asset managers. Compilation and further management of a portfolio with an effective structure enables investors to bring the value of risk to the acceptable level. The paper considers modern methods of modeling the structure of the investment portfolio. The risks, which provide opportunity to take into account the state of uncertainty when managing the investment portfolio, are highlighted
Keywords
Modeling, Probability, Uncertainty, Investment portfolio
