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JOURNALS // Meždunarodnyj naučno-issledovatel'skij žurnal // Archive

Meždunar. nauč.-issled. žurn., 2020 Issue 5(95), Pages 16–21 (Mi irj575)

PHYSICS AND MATHEMATICS

Investment portfolio formation and analysis on example of two securities

N. K. Shazhdekeyeva, A. O. Chanpalova

Dosmukhamedov Atyrau State University, Atyrau

Abstract: The paper considers the econometric models of stock prices of large domestic companies based on modeling a portfolio of securities and predicting its behavior using mathematical modeling with the elements of probability theory and mathematical statistics. Based on the obtained results, companies and entrepreneurs can build a strategy for investing and buying shares, knowing the likely income from a portfolio of certain types of securities.

Keywords: mathematical modeling, securities, stock portfolio formation.

DOI: 10.23670/IRJ.2020.95.5.002



© Steklov Math. Inst. of RAS, 2024