CRITICAL ANALYSIS OF MANAGING INVESTMENT PORTFOLIO METHODS

UDC 51.77
DOI: 10.36871/2618-9976.2021.03.006

Authors

Sergeev Alexey Viacheslavovich
Graduate Student, Financial University under the Government of the Russian Federation, Moscow, Russia

Abstract

The article discusses mathematical methods for managing a portfolio of securities. The classical approaches of G. Markowitz, J. Tobin, W. Sharp, P. Samuelson, F. Black, M. Scholes, R. Merton are considered. The features that complicate the practical application of classical methods are revealed. Alternative methods, such as the method of neural networks, the decision tree method, genetic algorithm, simulation modeling, methods of dynamic portfolio restructuring of investment portfolio management, are also considered. In all the considered methods, the features that characterize the positive and negative aspects of their practical application are highlighted. On the basis of the considered methods were proposed directions for finding a method that are best suited for managing an investment portfolio.

Keywords

Investment portfolio
Financial asset
Method of investment portfolio management
Profitability
Risk
Dynamic management