INVESTMENT PORTFOLIO OPTIMIZATION METHODS УДК: 336.763.2; 336.767.2 JEL: G11; G17
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Published:
Dec 4, 2024
Keywords:
investments, investment portfolio, investment analysis, risk, portfolio profitability, business valuation
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Abstract
The article considers the problems of synthesis of two portfolio optimization methods: income approachand classical portfolio optimization based on G. Markowitz formulas in order to develop proposals for improving theinvestment portfolio management process of JSC T-Bank. The author considers methodological issues of businessvaluation and investment portfolio formation, evaluation of the effectiveness of profitability and risk indicators ofthe stock exchange index of JSC T-Bank TMOS.
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How to Cite
Samsonov I. I. INVESTMENT PORTFOLIO OPTIMIZATION METHODS // Управление современной организацией: опыт, проблемы и перспективы, 2024. Vol. 20, № 2. P. 59-65. URL: https://journal.asu.ru/mmo/article/view/16534.
Section
Оценка бизнеса и консалтинг в управлении организацией
References
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