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Statistical Modeling of Portfolio Profitability

In: Russia and the European Union

Author

Listed:
  • Elena V. Sibirskaya

    (Plekhanov Russian University of Economics)

  • Innara R. Lyapina

    (Orel State University)

  • Irina V. Ushakova

    (Orel State University)

  • Tatyana N. Makarova

    (Orel State University of Economics and Trade)

  • Olga A. Lebedeva

    (Orel State University of Economics and Trade)

Abstract

Compilation of an optimal portfolio is a very important theoretical and practical task in the national market. There are mathematical models of the effective portfolio theory, based on the works of Markovitz (Portfolio selection: efficient diversification of investments. Wiley, New York, 1959). Unfortunately, complexity of these models limits their practical application. However, the main reason consists not in complexity but in typical contradiction between precision of calculation algorithm and possibility of receipt of authentic initial data for its realization. This paper offers the algorithm of decision-making on the selection of the rational structure in the market of mobile devices and creation of a working tool for the company that provides services in this market, which would allow building the most effective assortment of products according to the standard criteria of profitability.

Suggested Citation

  • Elena V. Sibirskaya & Innara R. Lyapina & Irina V. Ushakova & Tatyana N. Makarova & Olga A. Lebedeva, 2017. "Statistical Modeling of Portfolio Profitability," Contributions to Economics, in: Elena G. Popkova (ed.), Russia and the European Union, pages 367-373, Springer.
    • Handle: RePEc:spr:conchp:978-3-319-55257-6_48
    DOI: 10.1007/978-3-319-55257-6_48
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