Robust Methods of Portfolio Optimization - Comparative Performance on the Russian Market
Comparative study of two models of portfolio optimization: Brandt and Santa-Clara, Black-Litterman. Objective function and statistical inference in the Brandt and Santa-Clara model. The market equilibrium and investor’s views in the Black-Litterman model.
Подобные документы
Market entry modes and economic sanctions. Finnish companies doing business in Russia. Cultural differences influencing Finnish-Russian business. Proposing a strategy entry into Russia for the Finnish company "Nanofoot". Market analysis and prognosis.
дипломная работа, добавлен 30.07.2016Becoming of market relations in UA stipulate the necessity of improvement of control system by the service’s enterprises, orientation of the management system on the market conditions of economy, ability to react to changes in the market environment.
статья, добавлен 28.09.2016The basic concept of innovation policy of Ukraine. Developing a theoretical model of innovation as a business enterprise market economy. Proving that innovation policy is not possible without creating a financial base and support of foreign countries.
реферат, добавлен 28.10.2011Analysis of the main drivers of price of palladium description of the market. Heterogeneous investors and open interest. A more flexible fundamental model. Economic significance of non-hedger investment in commodity markets. Commodity market interest.
курсовая работа, добавлен 13.02.2016Regulation of ethical behavior in the markets. Covid-19 and its challenges for industry in Russia. Problems faced by drivers when working with taxi units. The peculiarity of the study of mechanisms that force companies to refrain from unethical behavior.
дипломная работа, добавлен 18.07.2020Theoretical foundations and methodical approaches to the study of state regulation of the grain market in Ukraine and the main directions of its future development. Problems related to the formation of directions for state regulation of the grain market.
статья, добавлен 19.03.2024- 82. Проблемы разработки системы обобщающих показателей и нормативов основных матриц портфолио-анализа
Рассмотрение методики проведения Portfolio-анализа и разработка маркетинговых стратегий будущего развития компании. Три базовых стратегических направления создания и реализации конкурентных преимуществ. Характеристика матрицы BCG, ее преимущества.
реферат, добавлен 14.01.2014 Familiarization with market analysis of ceramic tiles in Ukraine. Characteristics of the main consumers and customers company. Research of features the strategy of "market share protection", prices and advertising budget of the company "Cerzanit".
презентация, добавлен 24.03.2015Formation of a modern approach to modeling the efficiency of the financial market based on dynamic programming methods. A set of steps to be taken to investigate the process of allocation of financial resources between assets and sources of investment.
статья, добавлен 18.11.2022Assessment of the prospects for lithium market development. Directions for the use of lithium in modern conditions. Analysis of global market factors affecting prices for major lithium products. Assessment of lithium mining production and stocks.
статья, добавлен 06.05.2019Purpose is to analyze the labor market and the market of educational services interaction in conditions of society transformation and country transition to the European integration way of development. Studying the peculiarities of their regulation.
статья, добавлен 21.07.2018Consideration of the GARCH model with jumps. Model GARCH-Jump, supplemented by the intensity of the news, the obtained empirical results. Changes of the intensity of the jump with time, its linear dependence on the number of positive and negative news.
статья, добавлен 02.11.2018Methodological bases of selection for commercialization of innovative projects from the formed portfolio by types of innovation changes. Use of scenario modeling taking into account the retrospective analysis of the direction of the vector effect.
статья, добавлен 04.02.2019In the Russian economy the economic market fragmentation situation is present. The pyramid of wealth enclaves linked with the vertical chains of value redistribution does not create incentives for the integrated development of the national economy.
статья, добавлен 27.03.2022The emergence and development of the cryptocurrency market. An overview of approaches to defining the content of this concept. The main participants in the cryptocurrency market, their functions and factors affecting the modern development of this area.
статья, добавлен 22.02.2021The current state of the food market, socioeconomic impact of its operations. Aspects of the formation and subsequent functioning of national food market and the source of its trade provision explored in the works of national and foreign economists.
статья, добавлен 28.12.2017The design of state customs policy as to foreign product for traditional simple complex social choice functions. The comparative analysis of both models demonstrates the advantages of complex function, which considers the welfare of domestic consumers.
статья, добавлен 28.09.2016The examines the study to ensure the social orientation maintaining social security, it is my of Ukraine, to offer an explanation of the national characteristics of each economy. This explains the different social effectiveness of market economic reform.
статья, добавлен 25.04.2022A study of the housing market. The role of deflationary pressure increase in defaults on mortgage loans. The impact of monetary policy on housing prices and mortgage rates. The choice of model parameters for the analysis of housing and mortgage crisis.
статья, добавлен 26.01.2017Supporting the digital transformation of small and medium-sized enterprises in Italy and the Russian Federation. Comparative analysis of the role of Confindustria and Opora business associations as intermediaries between private business and the state.
статья, добавлен 14.04.2021Growth of the global energy market and, in particular, the oil market as its key component. The emergence global energy economy, where supply and demand for fuel and energy resources significantly increase the interdependence of Regions from each other.
статья, добавлен 15.04.2023Scenarios for the development of a macroregion with the inclusion of a model block for the development of territorial production clusters. The ratio of GRP per capita in the regions of the Sayan Economic Center with the average Russian indicators.
статья, добавлен 08.04.2022- 98. Toward better measurement of financial \ performance: A ROBUST OEVA-TEVA alternative to BIASED EVA
Residual operating income gauges. Determination of the magnitude of the measurement error. The amount of the realized interest income tax shield, the ratio of the book-to-market value of assets. OEVA-TEVA technique in terms of analytics and calculations.
статья, добавлен 09.08.2021 Establishment of integration mechanism of interaction between educational services market and labor market in Ukraine to bring the system of education in accordance with the requirements of employers. Improving the competitiveness of the education system.
статья, добавлен 06.02.2017Consideration the design of capital market, stock market exchange and alternative investment market, fundamental theories of paying dividend, factors which influence dividend policy of the companies and problems faced by start-up firms seeking capital.
реферат, добавлен 30.06.2014