Statistical Modeling of Portfolio Profitability

Elena V. Sibirskaya (), Innara R. Lyapina (), Irina V. Ushakova (), Tatyana N. Makarova () and Olga A. Lebedeva ()
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Elena V. Sibirskaya: Plekhanov Russian University of Economics
Innara R. Lyapina: Orel State University
Irina V. Ushakova: Orel State University
Tatyana N. Makarova: Orel State University of Economics and Trade
Olga A. Lebedeva: Orel State University of Economics and Trade

A chapter in Russia and the European Union, 2017, pp 367-373 from Springer

Abstract: Abstract Compilation of an optimal portfolio is a very important theoretical and practical task in the national market. There are mathematical models of the effective portfolio theory, based on the works of Markovitz (Portfolio selection: efficient diversification of investments. Wiley, New York, 1959). Unfortunately, complexity of these models limits their practical application. However, the main reason consists not in complexity but in typical contradiction between precision of calculation algorithm and possibility of receipt of authentic initial data for its realization. This paper offers the algorithm of decision-making on the selection of the rational structure in the market of mobile devices and creation of a working tool for the company that provides services in this market, which would allow building the most effective assortment of products according to the standard criteria of profitability.

Keywords: Statistics; Modeling; Profitability; Investments (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:conchp:978-3-319-55257-6_48

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DOI: 10.1007/978-3-319-55257-6_48

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