DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING
The article proposes a methodology for forming an investment portfolio for a conservative type of investors using multifactorial models that allow predicting the value of financial instruments included in the portfolio. The primary goal was to select the financial assets that form the future investm...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
North Caucasus Federal University
2022-02-01
|
| Series: | Вестник Северо-Кавказского федерального университета |
| Subjects: | |
| Online Access: | https://vestnikskfu.elpub.ru/jour/article/view/360 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1839588122673807360 |
|---|---|
| author | R. Khasnutdinova Y. Rudneva |
| author_facet | R. Khasnutdinova Y. Rudneva |
| author_sort | R. Khasnutdinova |
| collection | DOAJ |
| description | The article proposes a methodology for forming an investment portfolio for a conservative type of investors using multifactorial models that allow predicting the value of financial instruments included in the portfolio. The primary goal was to select the financial assets that form the future investment portfolio based on the assessment of risk and return criteria. The following indicators were used as criteria when choosing the most effective investment portfolio: coefficient of variation, Sharpe coefficient, growth rate of the inancial instrument value. |
| format | Article |
| id | doaj-art-14f6ce836e5946c6a5d0d4e15e85c0b8 |
| institution | Matheson Library |
| issn | 2307-907X |
| language | Russian |
| publishDate | 2022-02-01 |
| publisher | North Caucasus Federal University |
| record_format | Article |
| series | Вестник Северо-Кавказского федерального университета |
| spelling | doaj-art-14f6ce836e5946c6a5d0d4e15e85c0b82025-08-03T13:36:07ZrusNorth Caucasus Federal UniversityВестник Северо-Кавказского федерального университета2307-907X2022-02-0105117126359DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELINGR. Khasnutdinova0Y. Rudneva1Ufa State Petroleum Technological UniversityUfa State Petroleum Technological UniversityThe article proposes a methodology for forming an investment portfolio for a conservative type of investors using multifactorial models that allow predicting the value of financial instruments included in the portfolio. The primary goal was to select the financial assets that form the future investment portfolio based on the assessment of risk and return criteria. The following indicators were used as criteria when choosing the most effective investment portfolio: coefficient of variation, Sharpe coefficient, growth rate of the inancial instrument value.https://vestnikskfu.elpub.ru/jour/article/view/360investment portfoliofinancial instrumentsecuritiesstock marketmultifactor model |
| spellingShingle | R. Khasnutdinova Y. Rudneva DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING Вестник Северо-Кавказского федерального университета investment portfolio financial instrument securities stock market multifactor model |
| title | DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING |
| title_full | DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING |
| title_fullStr | DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING |
| title_full_unstemmed | DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING |
| title_short | DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING |
| title_sort | development of portfolio investment of an oil and gas enterprise using multi factor modeling |
| topic | investment portfolio financial instrument securities stock market multifactor model |
| url | https://vestnikskfu.elpub.ru/jour/article/view/360 |
| work_keys_str_mv | AT rkhasnutdinova developmentofportfolioinvestmentofanoilandgasenterpriseusingmultifactormodeling AT yrudneva developmentofportfolioinvestmentofanoilandgasenterpriseusingmultifactormodeling |