不同形成方式下股票投资组合绩效指标比较分析

2020 13th International Conference "Management of large-scale system development" (MLSD) Pub Date : 2020-09-28 DOI:10.1109/MLSD49919.2020.9247833

Dmitry Sizykh

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摘要

本文以2015-2020年期间由领先的It和电信公司的股票组成的投资组合为例，对形成投资组合的各种方法的有效性进行了比较分析。提出了以股价稳定增长为指标的马科维茨投资组合优化模型的改进形式。

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Performance Indicators Comparative Analysis of Stocks Investment Portfolios with Various Approaches to Their Formation

It is presented results of a comparative analysis of the effectiveness of various approaches in forming an investment portfolio are presented on the example of portfolios consisting of shares of the leading IT and telecommunications companies for the period 2015-2020. It is presented the modified variant of the Markowitz portfolio optimization model using the indicator of stable growth of stock prices.

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2020 13th International Conference "Management of large-scale system development" (MLSD)

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