The paper investigates possible investment portfolio optimization considering behavioral errors. The research rationale is due to the adaption of the investment recommendations for unqualified investors on the Russian stock market. In economic literature, the consequences of behavioral effects are not detailed enough when making a portfolio of Russian securities. The aim of the article is to make the most optimal portfolio based on the risk/reward ratio. The author made a hypothesis on applying various periods of profitability analysis to improve profitability indicators and increase the subjective probability of its achievement. To build a portfolio model, the behavioral portfolio theory and its optimization through linear programming were...
In this paper, we investigate the performance of behavioural portfolio strategies. We incorporate th...
The article is devoted to analytical research in the field of the formation of the investment portfo...
This work defines key concepts such as portfolio, investment, investment risk and return, capital di...
The paper analyses common Russian practice of assessment of the effectiveness of the unit investment...
Investing at the stock market is often considered as a way of gambling. That is because most people ...
The relevance of the study of formation of adequate assessments and the use of mathematical models o...
The paper deals with the application of stochastic optimization principles for investment decision m...
Along with huge capital outflow, fall of GDP, devaluation of national currency, strong volatility in...
The goal of this study is to develop a system of measures to increase investment activity and limit ...
The thesis focuses on the partial synthesis of investment strategies based on the theory of efficien...
This research suggests a maxmin model for the selection of investment portfolios. The risk evaluatio...
Investments play a significant role in the functioning and development of the economy. Risk manageme...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
This thesis is focused on a theoretical explanation of some models for the optimization stock portfo...
The investment portfolio optimization issues have been widely discussed by scholars for more than 60...
In this paper, we investigate the performance of behavioural portfolio strategies. We incorporate th...
The article is devoted to analytical research in the field of the formation of the investment portfo...
This work defines key concepts such as portfolio, investment, investment risk and return, capital di...
The paper analyses common Russian practice of assessment of the effectiveness of the unit investment...
Investing at the stock market is often considered as a way of gambling. That is because most people ...
The relevance of the study of formation of adequate assessments and the use of mathematical models o...
The paper deals with the application of stochastic optimization principles for investment decision m...
Along with huge capital outflow, fall of GDP, devaluation of national currency, strong volatility in...
The goal of this study is to develop a system of measures to increase investment activity and limit ...
The thesis focuses on the partial synthesis of investment strategies based on the theory of efficien...
This research suggests a maxmin model for the selection of investment portfolios. The risk evaluatio...
Investments play a significant role in the functioning and development of the economy. Risk manageme...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
This thesis is focused on a theoretical explanation of some models for the optimization stock portfo...
The investment portfolio optimization issues have been widely discussed by scholars for more than 60...
In this paper, we investigate the performance of behavioural portfolio strategies. We incorporate th...
The article is devoted to analytical research in the field of the formation of the investment portfo...
This work defines key concepts such as portfolio, investment, investment risk and return, capital di...