32108

Автор(ы): 

Автор(ов): 

3

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Optimal model of dynamic portfolio strategy for an unstable market

ISBN/ISSN: 

0004-9023

Наименование источника: 

  • Australian Journal of Scientific Research

Обозначение и номер тома: 

Т.2

Город: 

  • Adelaide

Издательство: 

  • Elsevier

Год издания: 

2014

Страницы: 

196-200
Аннотация
Empiric application of existing models of strategic investment portfolios displays that the majority of portfolio strategy models are not functional in terms of an unstable market. Due to the above, a strategic model for a dynamic investment portfolio intended for functioning in terms of an unstable market has been developed. That model is based on the principle of portfolio strategy alteration depending on the current market environment.

Библиографическая ссылка: 

Иванюк В.А., Андропов К.Н., Качалов Д.Л. Optimal model of dynamic portfolio strategy for an unstable market // Australian Journal of Scientific Research. 2014. Т.2. С. 196-200.