Scientific journal
Научное обозрение. Экономические науки
ISSN 2500-3410
ПИ №ФС77-57503

Personal portfolio

MARKET ANALYSIS AND MODEL OF CRISIS

Ivanyuk V.A. 1, 2, 3 Andropov K.N. 2 Tsvirkun A.D. 2
1 Finansial University under the Government of the Russian Federation
2 Institute of control sciences of Russian academy of sciences
3 Moscow State University of Economics
The article is described practical implementation model of the strategic management dynamic optimal investment portfolio. The criterion for optimization of dynamic investment portfolio is the indicator «Portfolio Performance», which is calculated as the difference between the total expected value of the assets and the total expected risk asset portfolio. Portfolio is created to reduce risks. Investment theory suggests that the risk for individual stock returns is composed of two components: systematic risk - is the market risk that can not be diversified. Unsystematic risk - the risk is specific to individual stocks and it can diversify, by increasing the number of shares in the portfolio. Diversification reduces risk, existing on separate groups of stocks. Diversification - it is a conscious choice combining investment projects, the ultimate aim is not easy to achieve their diversity, but also a certain relationship between profitability and risk. We consider the author’s model of crisis. Model of the crisis has been illustrated by the oil and gas shares