UDC 51.77
DOI: 10.36871/2618-9976.2021.02.009
Authors
Sergeev Alexey Viacheslavovich
Graduate Student, Financial university, Moscow, Russia
Abstract
The article discusses the issues of making up and managing an investment portfolio. The classic methods of compiling an investor's portfolio are considered. Modifications of the classical methods are also considered. The approaches based on correlation analysis are distinguished into a separate group of methods. As a graphical method for analyzing an investment portfolio, aspects of the application of graph theory and network theory are considered. The constructions of copula functions are considered as a group of methods that reveal the nature of the interaction of assets in a portfolio. To determine the characteristics of financial assets, the analysis of methods related to the application of the theory of fuzzy sets was carried out. An approach to the operational management of an investment portfolio using the apparatus of Markov chains is also considered.
Keywords
Investment portfolio
Financial asset
Investment portfolio returns
Methods for analysis of portfolio
Risk
Return
