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Modeling Concordances of Company's Investment Directions With Its Market Attraction

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  • Valery Vilisov

Abstract

This work models the interconnection of company's investment managers' representations and the market attraction of its shares. The models that reflect the connection of the company's market effectiveness indices and parameters of its economic activity are created on the basis of the Mean-Variance Analysis and Regression Analysis. On another side, expert evaluation methods also clarified the same influence parameters, but it was made according to the opinion of company managers. These two evaluation rows are used when making managerial decisions.

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  • Valery Vilisov, 2015. "Modeling Concordances of Company's Investment Directions With Its Market Attraction," Papers 1509.05024, arXiv.org.
    • Handle: RePEc:arx:papers:1509.05024
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    References listed on IDEAS

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    1. Gordon Alexander, 2009. "From Markowitz to modern risk management," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 451-461.
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