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Journal articles on the topic 'Investment portfolio management'

Author: Grafiati

Published: 30 May 2022

Last updated: 31 July 2025

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1

Attar, Arbaz, Pranay Mule, Piyush Kulkarni, Shubham Narale, and Prof Ms Jaitee Bankar. "Investment Portfolio Management System: A Survey." International Journal for Research in Applied Science and Engineering Technology 11, no. 5 (2023): 2966–68. http://dx.doi.org/10.22214/ijraset.2023.52241.

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Abstract: An investment portfolio management system is a highly sophisticated software application meticulously crafted to assist investors in the management of their investment portfolios. This innovative system provides investors with a centralized platform that empowers them to track their investments meticulously, closely monitor their performance, and judiciously make informed investment decisions. The system encompasses several advanced features such as portfolio analysis, risk management tools, asset allocation strategies, and performance reporting, that provide investors with a compreh

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2

Kiyko, S., L. Deineha, M. Basanets, D. Kamienskyi, and A. Didenko. "PORTFOLIO MANAGEMENT OF ENERGY SAVING PROJECTS BASED ON THE MARKOVITS THEORY." Integrated Technologies and Energy Saving, no. 3 (November 9, 2021): 79–91. http://dx.doi.org/10.20998/2078-5364.2021.3.08.

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The goal of the work was to identify research and compare methods of portfolio management of energy saving projects and to develop software for optimizing portfolio investments using several methods. The key elements and strategies of creating an effective investment portfolio are considered: diversification, rebalancing, active portfolio management, passive portfolio management. Given the basic principles of investment theory, the task of portfolio investment is to form an investment portfolio with known shares of certain assets to maximize returns and minimize risk. To solve this probl

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Usmonov, Xikmatilla. "BANK INVESTMENT PORTFOLIO DEVELOPMENT." INNOVATIONS IN ECONOMY 6, no. 3 (2020): 33–38. http://dx.doi.org/10.26739/2181-9491-2020-6-5.

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This article analyzes the development of the investment portfolio of commercial banks in Uzbekistan and their investment factors. In order to develop the investment portfolios of banks, recommendations were given on the use of international experience. Report on investment portfolio and commercial banks. It also covers the investment portfolio, the nature of investment asset management, the risks associated with it, the risks that affect the effectiveness of investment portfolio management, and the importance of effective investment portfolio management

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SARAL, KUNIKA. "Analyzing the Relationship between Real Estate Investments and Portfolio Diversification." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 05 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem32966.

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Real estate has long been considered an attractive investment option for individuals and institutions seeking to build wealth and diversify their portfolios. Unlike traditional investment vehicles such as stocks and bonds, real estate offers unique characteristics that can potentially enhance returns and mitigate risk. This analysis aims to explore the role of real estate investments in portfolio diversification and assess their potential impact on overall portfolio performance. Portfolio diversification is a fundamental principle in investment management, as it helps to spread risk across dif

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Meng, Lingyan, and Dishi Zhu. "Application of Algorithms of Constrained Fuzzy Models in Economic Management." Complexity 2021 (April 15, 2021): 1–12. http://dx.doi.org/10.1155/2021/9912534.

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Stochasticity and ambiguity are two aspects of uncertainty in economic problems. In the case of investments in risky assets, this uncertainty is manifested in the uncertainty of future returns. On the contrary, the complexity of the economic phenomenon itself and the ambiguity inherent in human thinking and judgment are characterized by indistinct boundaries. For the same problem, research from different perspectives can often provide us with more comprehensive and systematic information. Currently, the expected value of return or the variance representing risk is still used as a rational inve

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Zavaleta Lamela, Rainer Víctor. "Investment Portfolio Management equities applying Markowitz Theory." SCIÉNDO 26, no. 2 (2023): 205–13. http://dx.doi.org/10.17268/sciendo.2023.030.

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Investment Portfolio Management equities is based on the investor reasoning behavior minimizing risks and maximizing profits, benefits offered by Markowitz Portfolios Theory (TPM onwards). The goal is to manage investment Portfolios equities applying TPM to determine from this one if a financial assets Portfolios negotiated in Standard y Poor's 500 (SyP 500) deals with the maximizing investor profits considering a minimal variance. The population was made by 505 enterprises composed by 11 economic sectors SyP 500 rate. Some basic analysis filters were used in order to obtain the same and 34 en

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Mats, Vladyslav. "Hedge performance of different asset classes in varying economic conditions." Radioelectronic and Computer Systems 2024, no. 1 (2024): 217–34. http://dx.doi.org/10.32620/reks.2024.1.17.

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In the realm of long-term investment, strategic portfolio allocation is an essential tool, especially in relation to risk management and return optimisation. There are many ways to pursue optimal portfolio composition, and their effectiveness depends on many factors, including the investor’s goals, risk appetite, and investment horizon. One of the primary means of portfolio optimisation is diversification. The core idea of diversification is to maintain a diverse portfolio with weakly correlated assets that can vastly reduce portfolio exposure to different market stress factors. Diversificatio

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Huang, Zi’an. "Investment Portfolio Management Based on Realistic US’s Stock Data with Two Models." BCP Business & Management 26 (September 19, 2022): 929–36. http://dx.doi.org/10.54691/bcpbm.v26i.2055.

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Portfolio theory is widely used in the financial field. Let us Suppose we combine the modern investment portfolio theory and diversify the investment portfolio. In that case, we can reduce investment risks and increase the possibility of satisfying all kinds of investors to obtain investment returns. In this article, we mainly consider applying the Markowitz model and the index model in portfolio theory, trying to explore its rate of return in the US market. We found that in the constructed investment portfolio, the portfolio’s return and Sharpe ratio constructed by the Markowitz model are con

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Juniastanti, Erwinda Anggraini, Nirdukita Ratnawati, Acep Riana Jayaprawira, Muhammad Nur Faaiz Fathah Achsani, and Zaenal Arief. "Liability Driven Investment Analysis for Hajj Financial Management Optimization using Analytic Network Process Approach." Global Review of Islamic Economics and Business 11, no. 2 (2023): 089–101. http://dx.doi.org/10.14421/grieb.2023.112-07.

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In this research, a liability-driven investment strategy is determined which aims to optimize hajj financial management using the Analytic Network Process approach. Based on the results of Benefit, Opportunity, Cost and Risk (BOCR) approach, it shows that in a liability-driven investment strategy, the benefit (excess) and risk components are the most important factors that investors pay attention to. In determining alternative liability-based investment strategies, there are 2 (two) approaches, either by carrying out portfolio immunization (duration matching) or cash flow matching (cash-flow m

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Wu, Chang. "Applications of Modern Portfolio Theory in Resource Allocation and Asset Management for Institutional Investors: A Review." Advances in Economics, Management and Political Sciences 199, no. 1 (2025): 77–83. https://doi.org/10.54254/2754-1169/2025.bj24978.

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Modern Portfolio Theory (MPT) provides a framework for constructing portfolios that minimize associated risk parameters. The author searched Google Scholar for applications of Modern Portfolio Theory from 2015 to 2024, with a focus on uses of the theory in investments. The article discusses some scenarios involving applying MPT. This mean-variance optimization approach revolutionizes investment strategies by replacing speculative decisions with systematic risk management. The studys applications extend beyond traditional equity markets to many other circumstances, such as resource allocation a

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Narale, Payal. "Investment Portfolio Management System Using Machine Learning." International Journal for Research in Applied Science and Engineering Technology 12, no. 12 (2024): 2998–3006. http://dx.doi.org/10.22214/ijraset.2024.59541.

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Abstract: Portfolio management is the concept of determining the proportions of various assets to be held in a portfolio in order to maximize return while minimizing risk exposure. Investment banking and financial management both depend heavily on portfolio optimization. Choosing the greatest feasible combinations of several portfolios to construct an optimal portfolio is an exponentially complex challenge in terms of computation. It's commonly believed that public opinion and financial markets are intertwined. Recently, a variety of machine learning algorithms have been employed to anticipate

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AGARWAL, DR LOKESH, MEHUL MADAN,, PARUL SINGH, RINKI CHOPRA,, and JASMEEN KAUR. "Risk Perception and Portfolio Management of Equity Investors." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 09, no. 04 (2025): 1–9. https://doi.org/10.55041/ijsrem43493.

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The main concern of this research project is to assess the relationship between risk perception and the portfolios of equity investors. Further, the study investigates how investors perceive and evaluate risk in investments and how this perception participates in their mind-making process in managing the equity portfolio. The study's research is both qualitative and quantitative, incorporating data collection through surveys, interviews, and financial performance analysis. This research adds to the investment psychology literature by understanding investors' risk perceptions and portfolio mana

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Mitsel, Artur A., and Elena V. Viktorenko. "Dynamic model of BSF portfolio management." Russian Technological Journal 13, no. 2 (2025): 93–110. https://doi.org/10.32362/2500-316x-2025-13-2-93-110.

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Objectives. The work compares studies on BSF portfolios consisting of a risk-free Bond (B) asset, a Stock (S), and a cash Flow (F) that represents risky asset prices in the form of a tree structure. On the basis of existing models for managing dynamic investment portfolios, the work develops a dynamic model for managing a BSF portfolio that combines risk-free and risky assets with a deposit. Random changes in the prices of a risky asset are reflected in the developed model according to a tree structure. Two approaches to portfolio formation are proposed for the study: (1) initial capital is in

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GRINEVA, NATALIA. "DYNAMIC OPTIMIZATION OF THE INVESTMENT PORTFOLIO MANAGEMENT TRAJECTORY." Economic Problems and Legal Practice 17, no. 3 (2021): 73–77. http://dx.doi.org/10.33693/2541-8025-2021-17-3-73-77.

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The task of control from the position of mathematical tools application is discussed, economic statement and mathematical model of optimization problem are formulated, the sequential realization of the research aim - the mechanism of optimal portfolio management strategy formation - is presented. The results of dynamic optimization of decisions made at each step form the optimum law of the portfolio management. Scientific novelty of the study consists in the fact that the constructed portfolio takes into account the real incompleteness of the initial data on the processes of change in the yiel

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Santos, Gustavo Carvalho, Daniel Garruti, Flavio Barboza, Kamyr Gomes de Souza, Jean Carlos Domingos, and Antônio Veiga. "Management of investment portfolios employing reinforcement learning." PeerJ Computer Science 9 (December 11, 2023): e1695. http://dx.doi.org/10.7717/peerj-cs.1695.

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Investors are presented with a multitude of options and markets for pursuing higher returns, a task that often proves complex and challenging. This study examines the effectiveness of reinforcement learning (RL) algorithms in optimizing investment portfolios, comparing their performance with traditional strategies and benchmarking against American and Brazilian indices. Additionally, it was explore the impact of incorporating commodity derivatives into portfolios and the associated transaction costs. The results indicate that the inclusion of derivatives can significantly enhance portfolio per

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Kuznetsova, Inna, and Tetiana Kublikova. "Technologies of real investment management of the enterprise." Economic Analysis, no. 33(4) (2023): 207–15. http://dx.doi.org/10.35774/econa2023.04.207.

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Introduction. The subject of our research is the scientific generalization of various innovative-investment approaches to management decisions in the context of real investment aimed at ensuring sustainable competitive advantages for the enterprise. The study covers both theoretical and practical aspects of technology management of real investments of enterprises in the conditions of instability of the domestic market environment. The purpose and objectives of the study are to study and scientifically analyze approaches to the management of real investments in enterprises to determine their po

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Ramesh, Arjun, A. S. Lakshmi, Chris Joseph Thomas, C. Sivaram Krishnan, and Revathy Prasannan. "Investment Portfolio Management System." International Journal for Research in Applied Science and Engineering Technology 11, no. 8 (2023): 169–74. http://dx.doi.org/10.22214/ijraset.2023.55150.

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Abstract: The idea of this project is to automate the process of investing or trading based on users choice , by providing references to financial markets trajectory. This project helps a retail investor to meet his financial goals by automating the process and thereby remains manageable for them. The current projects usually reside on the principle of predicting the trend of the market or particular financial instrument .This can be done by using LSTM or prophet seasonality prediction model to predict non-linear trend in the market. Designing a bot to invest in instruments based on the users

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Wang, Qianye. "Research on the Pension Investment and Asset Management." Advances in Economics, Management and Political Sciences 64, no. 1 (2023): 177–81. http://dx.doi.org/10.54254/2754-1169/64/20231528.

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The study explored how to develop a pension investment portfolio and analyzed solutions for special cases. We first reviewed the global context of pension investment and emphasized the crucial role of pension in financial planning. Subsequently, we specifically analyzed the "firefighter case" and decided whether to choose "one-time payment" or "fixed benefits". Finally, specific results were provided and some suggestions were given. In addition, we emphasize the importance of individual risk tolerance and investment goals in formulating investment strategies to ensure that investment portfolio

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Khalyapin, Alexey Alekseevich, Veronika Vyacheslavovna Bilevich, Shaig Faik oglu Aliev, and Rimma Aslanovna Mez. "TECHNIQUES FOR DEVELOPMENT AND CONTROL OF THE INVESTMENT PORTFOLIO IN ENTERPRISES." Scientific Review: Theory and Practice 14, no. 10 (2024): 1875–92. https://doi.org/10.35679/2226-0226-2024-14-10-1875-1892.

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In today's economy, companies aim to enhance the efficiency of their investments through the creation of balanced portfolios that reduce potential risks and increase the likelihood of return. This strategic approach to investing helps organizations to successfully achieve their financial goals. The creation of such a portfolio requires careful selection of investment assets, a deep understanding of the market, and the use of advanced analytical tools. The approach to portfolio formation is based on a comprehensive use of valuation and management methods that ensure an optimal combination of in

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Dubrovin, Valerii, Larysa Deineha, and Valerii Laktionov. "Energy saving at energy-intensive enterprises." Electrical Engineering and Power Engineering, no. 2 (June 30, 2022): 58–68. http://dx.doi.org/10.15588/1607-6761-2022-2-6.

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Purpose. Investigate the methods of decision-making in the project portfolio management, as well as perform their software implementation as part of the system of the portfolio management optimization of energy saving projects at energy-intensive enterprises. Methodology. To achieve this goal, Markovitz's portfolio theory was chosen - the theory of financial investment, in which the methods of optimization are the most profitable distribution of the risk of the securities portfolio and income valuation. In combination with portfolio theory, methods were used to find the maximum Sharpe coeffici

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Boldyreva, Natalia, and Liudmila Reshetnikova. "Effectiveness of investment activities of managers in the mandatory pension insurance system." St Petersburg University Journal of Economic Studies 36, no. 3 (2020): 483–513. http://dx.doi.org/10.21638/spbu05.2020.306.

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This article examines reasons for the low efficiency of investment activity by pension asset managers, and pension investment rules are formulated. These rules are based on the Asset Allocation strategy, taking into account the long-term pension investments and the life-cycle investment strategy. All pension portfolios of Russiаn managers have weak diversification by asset classes, a high share of fixed income financial instruments, and a mismatch of the portfolio structure with the risk profile of the beneficiary. The pension industry has high costs. We evaluated the real efficiency of invest

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Chaiyarit, Yotaek, and Pongsutti Phuensane. "Comparative Analysis of Cryptocurrency Portfolio Strategies Integrating ESG Criteria Across Market Conditions and Time Periods." Revista de Gestão Social e Ambiental 18, no. 9 (2024): e07336. http://dx.doi.org/10.24857/rgsa.v18n9-112.

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Objective: This study investigates how Environmental, Social, and Governance (ESG) criteria can be integrated into cryptocurrency portfolio strategies, evaluating their performance across different market conditions and time periods. Theoretical Framework: This research is based on Modern Portfolio Theory (MPT) and principles of ESG investing. The study uses Markowitz's mean-variance optimization and the triple bottom line approach to understand the benefits of ESG integration in investment strategies. Method: The research involves a comparative analysis of various cryptocurrency portfolio str

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Evans, Carig, and Gary van Vuuren. "Investment strategy performance under tracking error constraints." Investment Management and Financial Innovations 16, no. 1 (2019): 239–57. http://dx.doi.org/10.21511/imfi.16(1).2019.19.

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Recent (2018) evidence identifies the increased need for active managers to facilitate the exploitation of investment opportunities found in inefficient markets. Typically, active portfolios are subject to tracking error (TE) constraints. The risk-return relationship of such constrained portfolios is described by an ellipse in mean-variance space, known as the constant TE frontier. Although previous work assessed the performance of active portfolio strategies on the efficient frontier, this article uses several performance indicators to evaluate the outperformance of six active portfolio strat

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Gao, Haoxuan. "A Review of the Development of Portfolio Theory and Its Application in the Chinese Securities Market." Advances in Economics, Management and Political Sciences 87, no. 1 (2024): 214–22. http://dx.doi.org/10.54254/2754-1169/87/20240998.

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In the field of financial investment, portfolio theory has been widely studied as an important risk management and asset allocation tool. Generally speaking, investors will always aim for low risk and high yield. The portfolio theory fully accounts for investor psychology and introduces the concept of diversified investment, which focuses on finding ways to diversify investments to minimize non-systematic risk and maximize returns when people's expected income is impacted by a variety of uncertain factors. Portfolio theory, as one of the most important theories in the modern financial field, a

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Dmitriev, D. N., and M. V. Tikhonova. "FORMATION OF INVESTMENT PORTFOLIO." Business Strategies, no. 5 (May 28, 2019): 17–20. http://dx.doi.org/10.17747/2311-7184-2019-5-17-20.

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The article is devoted to analytical research in the field of the formation of the investment portfolio, based on the goals that investors set themselves. In the course of the study, the basic points of forming your own investment portfolio were considered on the basis of various profitable assets existing on the Russian market, such as stocks, bonds, mutual funds, investments in forex, trust management and high-risk investments. In addition, approaches to the formation of an investment portfolio were analyzed on the basis of targets, the investor’s financial capabilities, estimated incomes an

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Yashchenko, E. A. "MANAGEMENT OF BANK INVESTMENT PORTFOLIO." Business Strategies, no. 11 (December 13, 2018): 14–18. http://dx.doi.org/10.17747/2311-7184-2018-11-14-18.

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For effective investment activity of banks it is necessary to manage and optimize the Bank’s securities portfolio. The modern apparatus of portfolio management has a sufficient Arsenal of effective tools, including a number of principles and approaches. The abstract presents an analysis of active and passive portfolio management strategy, the conditions of their use, advantages and disadvantages. The analysis of formation and development of the portfolio theory of the leading Western scientists is carried out. Processed the achievements of our scientists.

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Horn, Matthias, and Andreas Oehler. "Automated portfolio rebalancing: Automatic erosion of investment performance?" Journal of Asset Management 21, no. 6 (2020): 489–505. http://dx.doi.org/10.1057/s41260-020-00183-0.

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Abstract Robo-advisers enable investors to establish an automated rebalancing strategy for a portfolio usually consisting of stocks and bonds. Since households’ portfolios additionally include further frequently tradable assets like real estate funds, articles of great value and cash(-equivalents), we analyze whether households would benefit from a service that automatically rebalances a portfolio which additionally includes the latter assets. In contrast to previous studies, this paper relies on real-world household portfolios, which are derived from the German central bank’s (Deutsche Bundes

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Pariela, Marselo Valentino Geovani. "Wanprestasi Manajer Investasi Terhadap Investor Reksadana." SASI 23, no. 2 (2018): 129. http://dx.doi.org/10.47268/sasi.v23i2.100.

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The Investment Manager is the party managing Mutual Funds either in the form of the Company or in the form of Collective Investment Contract, one of Mutual Fund products is Mutual Fund Shares. Investment Managers in managing Mutual Funds perform securities portfolio activities as well as collective investment portfolios. Portfolio is intended to minimize the risks that occur when managing the investment, with the portfolio, expected returns that expected investors can be reached maximally in the management of mutual funds Shares never escape the error. Such an Investment Manager's mistake may

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Thu Thuy, Nguyen, Vu Thi Thu Huong, and Hoang Thi Thu Ha. "Stock Portfolio Optimization with Support of Python." International Journal of Management Studies and Social Science Research 06, no. 02 (2024): 128–36. http://dx.doi.org/10.56293/ijmsssr.2024.4913.

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: Securities business activities are understood as the activities of organizations, individuals, securities companies, stock brokers and other intermediary financial institutions in the stock market to perform operations. Securities trading aims to make a profit. A common task in portfolio management is to find the optimal investment portfolio according to the return and risk approach, that is, for the same level of risk, portfolio whose highest return gives is the optimal investment portfolio. Similarly, corresponding to the same predetermined rate of return, the portfolio with the lowest lev

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Tudor, Cristiana. "Opportunities in clean energy equity markets: the compelling case for nuclear energy investments." Journal of Business Economics and Management 25, no. 5 (2024): 960–80. http://dx.doi.org/10.3846/jbem.2024.22350.

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This study analyzes the post-pandemic dynamics and investment potential of diverse clean energy equities, including solar, wind, nuclear, and other renewable assets, highlighting nuanced differences and investment opportunities within this critical sector. The analysis reveals that nuclear energy portfolios (NLR) exhibit notable resilience, sustaining growth amidst significant market volatility. Within the mean-variance portfolio optimization (MVO) framework, this study identifies strategic investments that balance risk and return, underscoring NLR’s role as a stabilizing force and return enha

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Lee, Yongjae, Woo Chang Kim, and Jang Ho Kim. "Achieving Portfolio Diversification for Individuals with Low Financial Sustainability." Sustainability 12, no. 17 (2020): 7073. http://dx.doi.org/10.3390/su12177073.

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While many individuals make investments to gain financial stability, most individual investors hold under-diversified portfolios that consist of only a few financial assets. Lack of diversification is alarming especially for average individuals because it may result in massive drawdowns in their portfolio returns. In this study, we analyze if it is theoretically feasible to construct fully risk-diversified portfolios even for the small accounts of not-so-rich individuals. In this regard, we formulate an investment size constrained mean-variance portfolio selection problem and investigate the r

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Miziołek, Tomasz. "Active Management in Polish Domestic Treasury Bond Funds." Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia 57, no. 1 (2023): 137–53. http://dx.doi.org/10.17951/h.2023.57.1.137-153.

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Theoretical background: An increase in the interest in passive investing has been one of the most important trends on financial market over the last two decades. However, passive portfolio management is not limited to index funds and passive exchange-traded funds (ETFs). Despite the declared active approach to investing, in practice some active fund managers construct portfolios whose structure is quite similar to the index (usually a fund benchmark). Simultaneously, these funds charge relatively high fees, inadequate to the involvement in the investment process. In order to estimate the scale

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Kaminskyi, Andrii, and Maryna Nehrey. "Fuzzy clustering approach to portfolio management considering ESG criteria: empirical evidence from the investment strategies of the EURO STOXX Index." Neuro-Fuzzy Modeling Techniques in Economics, no. 12 (December 6, 2023): 40–66. http://dx.doi.org/10.33111/nfmte.2023.040.

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Environmental, social and governance (ESG) criteria are becoming increasingly important in the construction of investment portfolios. Analysis of the investment markets confirms that these criteria are being actively integrated into investment strategies. This paper presents our approach to incorporating ESG criteria into the portfolio construction process based on an index investment strategy. This strategy is enhanced by the inclusion of ESG criteria in the form of ESG scoring. Investment portfolio construction focuses on the application of three criteria: maximizing ESG score, minimizing ri

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Brolinska, Iryna, and Grigorij Žilinskij. "Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management." Economics and Culture 22, no. 1 (2025): 108–22. https://doi.org/10.2478/jec-2025-0009.

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Abstract Research purpose. The increasing array of financial assets and investment opportunities nowadays is making investors consider new ways of investment portfolio formation and management. Many choose to take advantage of a wide variety of forecasting models in order to enhance investment portfolio performance results. However, each forecasting model has its application peculiarities, strengths, weaknesses and distinctive features. This paper offers a methodological basis and evaluation of the application of the ARIMA forecasting model in investment portfolio formation and management. The

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PANDEY, MR SHAILESH NANDLAL, and Prof RAMESHWARI AKOLKAR. "Investment Management and Portfolio Strategies." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 02 (2024): 1–13. http://dx.doi.org/10.55041/ijsrem28732.

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Investing in equities market needs to requires time, knowledge and constant monitoring of the financial market. For those that need an expert to assist to manage their investments, portfolio managementservice (PMS) comes as a solution . The business of portfolio management has never been a simple one.Juggling the limited choices at hand with the dual requirements of adequate safety and sizeable returns may be a task fraught with complexities. Given the unpredictable nature of the sell requires solid experience and powerful research to form the proper decision. within the end it boils right dow

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Martovytskyi, Vitalii, Volodymyr Argunov, Igor Ruban, and Yuri Romanenkov. "Developing a risk management approach based on reinforcement training in the formation of an investment portfolio." Eastern-European Journal of Enterprise Technologies 2, no. 3 (122) (2023): 106–16. http://dx.doi.org/10.15587/1729-4061.2023.277997.

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Investments play a significant role in the functioning and development of the economy. Risk management is an integral part of the formation of the investment portfolio. This means that an investor must be willing to take on a certain level of risk in order to receive a certain level of return. However, when forming an investment portfolio, an investor faces such problems as market unpredictability, asset correlation, incorrect asset allocation. Therefore, when forming an investment portfolio, an investor should carefully study all possible risks and try to minimize them. The object of research

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Vitalii, Martovytskyi, Argunov Volodymyr, Ruban Igor, and Romanenkov Yuri. "Developing a risk management approach based on reinforcement training in the formation of an investment portfolio." Eastern-European Journal of Enterprise Technologies 2, no. 3(122) (2023): 106–16. https://doi.org/10.15587/1729-4061.2023.277997.

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Investments play a significant role in the functioning and development of the economy. Risk management is an integral part of the formation of the investment portfolio. This means that an investor must be willing to take on a certain level of risk in order to receive a certain level of return. However, when forming an investment portfolio, an investor faces such problems as market unpredictability, asset correlation, incorrect asset allocation. Therefore, when forming an investment portfolio, an investor should carefully study all possible risks and try to minimize them. The object of research

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Wang, Weihan. "Applications and Challenges of AI Technology in Financial Portfolio Management." SHS Web of Conferences 200 (2024): 01002. http://dx.doi.org/10.1051/shsconf/202420001002.

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With the rapid development of artificial intelligence technology, financial portfolio management has entered a new era characterized by data-driven and intelligent decision-making. Based on the customer- centered service philosophy, managers propose intelligent investment strategies that better meet market demand. Based on the dynamic development of AI technology, we build a theoretical analysis framework for intelligent portfolio management according to the internal logic of the financial market, which can explain the intelligent development mechanism consisting of the investment decision mec

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Oliinyk, Viktor, and Olga Kozmenko. "Optimization of investment portfolio management." Serbian Journal of Management 14, no. 2 (2019): 373–87. http://dx.doi.org/10.5937/sjm14-16806.

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Hrytsiuk, Petro, Tetiana Babych, and Oksana Kardash. "Management of investment hybrid portfolio." International Journal of Business Performance Management 22, no. 2/3 (2021): 180. http://dx.doi.org/10.1504/ijbpm.2021.116415.

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Kardash, Oksana, Petro Hrytsiuk, and Tetiana Babych. "Management of investment hybrid portfolio." International Journal of Business Performance Management 22, no. 2/3 (2021): 180. http://dx.doi.org/10.1504/ijbpm.2021.10039439.

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Brown, Gerald R. "Investment Skill and Portfolio Management." Journal of Property Valuation and Investment 11, no. 3 (1993): 241–47. http://dx.doi.org/10.1108/eum0000000003305.

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Zhou, Xintong. "From Theory to Practice: Applying the Markowitz Model in Stock Portfolio Management under ESG." International Journal of Global Economics and Management 2, no. 3 (2024): 369–85. http://dx.doi.org/10.62051/ijgem.v2n3.44.

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The study consisted of a month-long simulated stock market operation focusing on the comprehensive analysis of equity portfolio creation and management. Against the backdrop of growing concern for environmental protection, the S&P 500 Net Zero 2050 Climate Transition ESG Index was deemed the appropriate benchmark for the portfolios due to the average level of risk tolerance of customers. The investigation began with an in-depth assessment of macroeconomic and sector conditions, followed by careful selection of securities using both fundamental and technical analysis techniques. The portfol

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HANNACH, Driss EL, Rabia MARGHOUBI, Zineb EL AKKAOUI, and Mohamed DAHCHOUR. "Analysis and Design of a Project Portfolio Management System." Computer and Information Science 12, no. 3 (2019): 42. http://dx.doi.org/10.5539/cis.v12n3p42.

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The paramount importance of project portfolios for business drives managers to search for highly efficient support tools to overcome complex challenges of their management. A major tradeoff is to acquire tools able to produce a convenient portfolio project prioritization process, on which business investments are decided. However, by using existing Project Portfolio Management Systems (PPMS), many concurrent projects in a portfolio are usually prioritized and planned in the upstream life-cycle phases according to financial criteria, and overlooking the portfolio alignment to enterprise strateg

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Damani, Akshay, and Nandip Vaidya. "Is an equally weighted global investment portfolio the outperformer?" Corporate Ownership and Control 20, no. 2 (2023): 113–26. http://dx.doi.org/10.22495/cocv20i2art9.

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The paper builds, in the first part, a benchmark index based on the optimal mix of indices for the global asset classes of equity, fixed-income securities, real estate, commodities, and currencies including cryptocurrencies so as to maximize the ex-post Sharpe ratio. The objective of the first part is to help investors across the globe compare portfolio performance with a uniform benchmark. In the second part, a comparison of portfolio performances is based on five methods of portfolio construction viz; 1) historical returns and variance matrix used along with Markowitz model to discover optim

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Abramov, Alexander, Alexander Radygin, and Maria Chernova. "Long-term portfolio investments: New insight into return and risk." Russian Journal of Economics 1, no. (3) (2015): 273–93. https://doi.org/10.1016/j.ruje.2015.12.001.

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This article analyzes the impact of the increase of an investment horizon on the comparative advantages of the basic asset classes and on the principles of constructing the investment strategy. It demonstrates that the traditional approach of portfolio management theory, which states that investments in stocks are preferable over bonds in terms of their long-run risk–return trade-offs, is by no means always consistent with empirical evidence. This article proves the opposite, i.e., that for long-term investors, investments in corporate bonds are more profitable in terms of the risk–return rati

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Bekareva, Svetlana Viktorovna, Anna Vladimirovna Getmanova, and Anastasiya Igorevna Ivanova. "Effectiveness of an interactive method in teaching investment literacy: Factors determining the return of beginning investors’ portfolios." Science for Education Today 12, no. 5 (2022): 137–61. http://dx.doi.org/10.15293/2658-6762.2205.08.

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Introduction. The article examines how certain factors influence the efficiency of forming virtual portfolio of financial assets. The purpose of the article is to identify the factors that contribute to the investment return of beginning investors. Materials and Methods. The methodological basis of the study includes Russian and international research articles devoted to enhancing financial and investment literacy on the national level, the role of financial education in successful investments, and the factors of return estimations for various groups of investors, including young people and be

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Plotnikov, Arkadiy P., and Roman A. Shishlov. "Algorithm for combining automated trading systems to jointly achieve the target result." Vestnik of Samara University. Economics and Management 15, no. 1 (2024): 113–28. http://dx.doi.org/10.18287/2542-0461-2024-15-1-113-128.

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Automated trading systems (trading robots) used to make transactions in financial markets do not always provide stable results. The article proposes a universal algorithm that provides a high ratio of profitability and risk in the automatic management of an investment portfolio. The algorithm involves dividing the investment portfolio into several parts, each of which is controlled by an individual trading robot. Each robot gets to manage a part of the investment portfolio, the size of which is calculated according to the chosen method. The rapid automatic adjustment of the size of these parts

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Li, Xiaoyu. "Research on the Development of Investment Portfolio Theory." Highlights in Business, Economics and Management 40 (September 1, 2024): 1044–53. http://dx.doi.org/10.54097/h6kdjv16.

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This paper provides a comprehensive analysis of portfolio theory evolution and its practical applications, tracing its development since Harry Markowitz introduced Modern Portfolio Theory (MPT) in 1952. The urgency to enhance capital market efficiency, optimize asset portfolios, and effectively measure and manage risks has intensified due to the rapid transmission of risk across global financial markets. This study reviews historical advancements and recent achievements in portfolio theory and practice. Furthermore, it constructs a theoretical research framework to guide the future development

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Dubrovin, Valerii, Larysa Deineha, and Valerii Laktionov. "Decision-making support system for managing portfolios of energy saving projects at energy-intensive enterprises." Electrical Engineering and Power Engineering, no. 4 (January 30, 2023): 24–32. http://dx.doi.org/10.15588/1607-6761-2022-4-3.

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Purpose. Development of a software complex based on decision-making methods for managing a portfolio of energy-saving projects at energy-intensive enterprises. Methodology. To solve the problem of managing project portfolios, Markowitz's portfolio theory of financial investments was chosen, which allows for the most profitable distribution of portfolio risk and performing income assessment using optimization methods. In combination with this theory, it was determined to use the methods of finding the maximum Sharpe ratio, as well as the minimum volatility based on a data package of randomly ge

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