2011, № 13

Buresh A.I. FORMATIONS PERSONALIZED INVESTMENT PORTFOLIOIt is defined that a basis of model of formation of the personalised investment portfolio will be the criterion of maximisation of expected utility taking into account personal characteristics and brave preferences. The analysis of the basic models of formation of the personalised investment portfolio existing currently (model of maximisation of expected utility Neumann-Morgenshterna background, and also the separate positions of the theory of K.Errou connected with it and J is carried out. Pratt, G.Markovitsa's models, J. Тобина and U.Sharpa, concerning the theory of a portfolio). The basic lacks of models arising at construction of an investment portfolio for the institutional investor taking into account its personal characteristics are revealed. It is proved that as a whole is expedient in realities of the Russian stock market to use for practical application the combined model.Key words: investments, портфельное investment, the income, the capital, securities, the investor.

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References:

1. Smirnov, Y.E. The problem of formation of investment policy of the company. // Modern problems of economy, sociology and law: collection of scientific tbsp. tsa. СПбГИЭУ. Vol. 2. — Spb., 2007.

2. Feshchenko, N.S. Formation of direct investments– investment portfolio from the point of view of portfolio theory // Vestnik. — 2009. — Vol. 1(28).

About this article

Author: Buresh A.I.

Year: 2011

Editor-in-chief

Sergey Aleksandrovich
MIROSHNIKOV

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