In 2014 the main tendency of Ukrainian economy was the losing of great deposit value. In this article we wish to explore a deposit portfolio structure in macroeconomic instability. We applied two approaches to the standard optimization portfolio: risk minimization for a given maximum return and return maximization for a given maximum risk. Of the two approaches to the standard optimization prob...

Modern portfolio theory is based on a rational investor choosing the proportions of assets in a portfolio so as to minimize risk and maximize the expected return. In this paper, we investigate the applicability of different stochastic search heuristics to the problem of finding the optimum portfolio. We compare their performance on two problems with known solutions. 1. Portfolio Optimization Gi...

The main theme of this chapter is that univariate time series are everywhere in empirical economics. We suggest tools for a deeper understanding of them. Certain macroeconomic time series such as GNP have been studied by univariate time series methods by many authors. Most are published as “seasonally” adjusted. In Finance, the stock returns are also widely studied by these methods for so calle...

Portfolio selection problem deals with how to form a satisfying portfolio, taking into account the uncertainty involved in the behavior of the financial markets. Markowitz (1952) established the relationship between the mean and variance of the investment in the framework of risk-return trade-off. Since then a variety of enlarged and improved models have been developed in several directions. So...

The optimization of investment portfolios is the most important topic in financial decision making, and many relevant models can be found in the literature.  According to importance of portfolio optimization in this paper, deals with novel solution approaches to solve new developed portfolio optimization model. Contrary to previous work, the uncertainty of future retur...