Formation of effective investment portfolios on the financial markets: Estimation and management models / Slepukhina Y.E., Kazak A.Y. // Mediterranean Journal of Social Sciences. - 2015. - V. 6, l. 2S4. - P. 21-28.

ISSN:
20399340
Type:
Article
Abstract:
The articles deal with consideration of actual issues of formation of effective investment portfolios on the financial markets, in particular, the portfolio of such active institutional investors, as insurance company. The necessity of effectiveness enhancement of investment activity of insurance institutes in the modern conditions was substantiated; the model of insurer’s investment portfolio management, within which the non-linear multi-criteria management task is solved, where criteria include profit maximization and portfolio risk minimization, was developed. The solution of this task, based upon methodological application of theory of non-antagonistic positional differential games. © 2015 Mediterranean Center of Social and Educational Research. All rights reserved.
Author keywords:
Bimatrix game; Financial markets; Investment portfolio; Nash equilibrium; Profitability
Index keywords:
нет данных
DOI:
10.5901/mjss.2015.v6n2s4p21
Смотреть в Scopus:
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84928796106&doi=10.5901%2fmjss.2015.v6n2s4p21&partnerID=40&md5=d490a0009416c86baf7432eca3ed5e04
Соавторы в МНС:
Другие поля
Поле Значение
Link https://www.scopus.com/inward/record.uri?eid=2-s2.0-84928796106&doi=10.5901%2fmjss.2015.v6n2s4p21&partnerID=40&md5=d490a0009416c86baf7432eca3ed5e04
Affiliations Graduate School of Economics and Management, Ural Federal University, 19 Mira St, Ekaterinburg, Russian Federation
Author Keywords Bimatrix game; Financial markets; Investment portfolio; Nash equilibrium; Profitability
References Kazak, A.Y., Slepukhina, Y.E., Modern methods of estimation of project risks: Traditions and innovations (2013) Bulletin of Urfu: Series Economy and Management, 2, pp. 13-26; Slepukhina, Y., Kleimenov, A.F., A multistep multicriteria control problem with uncertainty (1998) Proceedings Volume from the IFAC Workshop “Nonsmooth and Discontinuous Problems of Control and optimization”, pp. 104-106. , In V.D. Batukhtin, F.M. Kirillova, & V.I. Ukhobotov (Eds.), Chelyabinsk, Russia, 17-20 June 1998. NY: PERGAMON; Slepukhina, Y.E., (2006) Financial Stability of Insurance Organizations: Theory, Models and Methods of Risk Management, , Yekaterinburg: Publishing House of USEU; Slepukhina, Y.E., (2010) Investment Portfolio of Insurance Organization: Financial Mechanism of Formation and Management, , Yekaterinburg: Publishing House of AMB; Slepukhina, Y.E., (2010) Model of Investment Portfolio Management of Insurance Organization, 1, pp. 59-64. , University Bulletin (State University of Management); Slepukhina, Y.E., (2010) The Investment Portfolio of Insurance Company: Financial Mechanism of Formation and Management, , Yekaterinburg: Publishing House of AMB; Slepukhina, Y.E., Risk financial management of insurance organization: Innovation methods of estimation and analysis (2011) Strakhovoe Delo, 2, pp. 24-32; Slepukhina, Y.E., Model of the formation of efficient investment portfolios on financial markets (2013) International Journal of Applied and Fundamental Research, p. 2. , :http://www.science-sd.com/455-24335, September 2014
Publisher Mediterranean Center of Social and Educational Research
Language of Original Document English
Abbreviated Source Title Mediterranean J. Soc. Sci.
Source Scopus