Savych O. Models of estimation of profitability investment portfolio

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0410U004316

Thesis Registration Form

0410U004316.pdf

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

21-09-2010

Specialized Academic Board

К 70.052.01

Essay

A theoretical ground over and new decision of the scientifically-applied task of design of profitability to the brief-case of securities is brought in dissertation work. The analysis of the basic going is conducted near an estimation and forming portfolio of securities. Procedure of forming portfolio of securities is worked out taking into account an unsystematic risk, and also the model of optimization of structure of investment investments is worked out in financial assets. The construction of operator of norm of income is offered to portfolio of actions, the index of which is the expected norm of returning, and also risk which is determined by standard deviation.

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Files

aref.doc

dis--Literatura.doc

dis--Tytulka.doc

dis--Висновки.doc

dis--Вступ.doc

dis--ЗМІСТ.doc

dis--Розд-1.doc

dis--Розд-2.doc

dis--Розд-3.doc

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