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RISK MINIMIZATION FOR PORTFOLIO INVESTMENTS
Aghavelyan Hayk
Using Markowitz portfolio theory, we construct an optimal investment portfolio consisting
Comparative Analysis of Changes in Prices for Fuel and Energy Commodities for Sustainable Company Development of the Power Sector
Gertsekovich D.A., Kopeykina A.N., Larin S.N., Podlinyaev O.L., Baranova N.M.
is carried out based on the “risk-return” model, which is based on the fundamental propositions
Количественный анализ финансовых инструментов на основе портфельной теории и теории игр
Власов Д.А.
on the Markowitz portfolio theory, which allows designing optimal portfolios of financial instruments under
The selection method's features of investment portfolio in a stock market volatility conditions
Scerbacenko Aleksandr
strategy by the method of Michael O'Higgins and Gardners, Harry Markowitz portfolio model and the Capital
ПОТЕНЦИАЛ МОДЕЛИ ШАРПА В ИССЛЕДОВАНИИ ДИНАМИКИ ДОХОДНОСТЕЙ ПОРТФЕЛЕЙ ФИНАНСОВЫХ ИНСТРУМЕНТОВ
Власов Д.А., Синчуков А.В.
This article analyzes the possibilities of the Sharpe model (index model) in the study
BUILDING OF INVESTMENT PORTFOLIOS FOR DIFFERENT RISK PROFILES OF INVESTORS
Usanova Y.A.
of different risk profiles. The article describes the Markowitz methodology for constructing
MULTIFREQUENCY PHOTO-POLARIMETRIC WEBT OBSERVATION CAMPAIGN on the BLAZAR S5 0716+714: SOURCE MICROVARIABILITY and SEARCH for CHARACTERISTIC TIMESCALES
Bhatta G., Stawarz, Ostrowski M., Markowitz A., Akitaya H., Arkharov A., Bachev R., Benítez E., Borman G., Carosati D., Cason A., Chanishvili R., Damljanovic G., Dhalla S., Frasca A., Hiriart D., Hu S., Itoh R., Jableka D., Jorstad S., Jovanovic M., Kawabata K., Klimanov S., Kurtanidze O., Larionov V., Laurence D., Leto G., Marscher A., Moody J., Moritani Y., Ohlert J., Paola A., Raiteri C., Rizzi N., Sadun A., Sasada M., Sergeev S., Strigachev A., Takaki K., Troitsky I., Ui T., Villata M., Vince O., Webb J., Yoshida M., Zola S.
dissipation models.
Robust optimization of the investment portfolio under uncertainty conditions
Isavnin A., Galiev D., Karamyshev A., Makhmutov I.
mean-variance Markowitz model, Black-Litterman model, “smart ”models. In practice, they are difficult
Inflation and portfolio selection
Vukovic D.B., Maiti M., Frömmel M.
This study proposes and tests a portfolio selection model with inflation allocation lines (IAL
MULTIFREQUENCY PHOTO-POLARIMETRIC WEBT OBSERVATION CAMPAIGN on the BLAZAR S5 0716+714: SOURCE MICROVARIABILITY and SEARCH for CHARACTERISTIC TIMESCALES
Bhatta G., Stawarz, Ostrowski M., Markowitz A., Akitaya H., Arkharov A., Bachev R., Benítez E., Borman G., Carosati D., Cason A., Chanishvili R., Damljanovic G., Dhalla S., Frasca A., Hiriart D., Hu S., Itoh R., Jableka D., Jorstad S., Jovanovic M., Kawabata K., Klimanov S., Kurtanidze O., Larionov V., Laurence D., Leto G., Marscher A., Moody J., Moritani Y., Ohlert J., Paola A., Raiteri C., Rizzi N., Sadun A., Sasada M., Sergeev S., Strigachev A., Takaki K., Troitsky I., Ui T., Villata M., Vince O., Webb J., Yoshida M., Zola S.
dissipation models.

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