ЭФФЕКТИВНЫЕ СЛОЖНЫЕ ИНВЕСТИЦИИ НА РЫНКЕ ДРАГОЦЕННЫХ МЕТАЛЛОВ

Abstract

The method for the optimization of the investments into the precious metals market is presented. The profitability and covariance matrix of the combined investments into these assets for 2009-2013 period are assessed. The optimization results depending on the investor requirements are investigated.

Keywords

• эффективные инвестиции
• минимальный риск
• требуемая доходность
• оптимизация
• efficient investments
• minimal risk
• required profitability
• optimization