Performance Indicators Comparative Analysis of Stocks Investment Portfolios with Various Approaches to Their Formation

机译：绩效指标股票投资组合形成方式的比较分析

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It is presented results of a comparative analysis of the effectiveness of various approaches in forming an investment portfolio are presented on the example of portfolios consisting of shares of the leading IT and telecommunications companies for the period 2015-2020. It is presented the modified variant of the Markowitz portfolio optimization model using the indicator of stable growth of stock prices.

机译：本文以对包括领先IT和电信公司股票的2015-2020年投资组合为例，对形成投资组合的各种方法的有效性进行了比较分析，并给出了结果。使用股票价格稳定增长的指标，介绍了Markowitz投资组合优化模型的改进变体。

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《International Conference on Management of large-scale system development》|2020年|1-5|共5页
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Dmitry Sizykh;
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A simulation-optimization approach; Investment solutions selection; Mathematical Modeling and Investment Efficiency;

机译：仿真优化方法;投资解决方案选择;数学建模和投资效率;

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Performance Indicators Comparative Analysis of Stocks Investment Portfolios with Various Approaches to Their Formation

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