In Middle Volga Mathematical Society

About one way of mathematical model management of investment portfolio investigation

N. M. Turusikova

Ryazan State University S. A. Esenin

Abstract: Mathematical model of investment portfolio, consisted of investments in financial assets, is described by the system of differential equation. This article is devoted to the problem of investment portfolio control, which is formulated as achievement of a certain level of yield during some period of time.

Keywords: investment portfolio, controllable system of differential equations, investment portfolio management, investment management, mathematical model of investment portfolio, yield of investment portfolio.

UDC: 517.938