Autors: Popov, G. I., Anguelov, K. P.
Title: Application of stress strength analysis for investigation of investments in heterogeneous assets
Keywords: Stress Strength Analysis, Diversity, Investment, Portfolios

Abstract: It is widely known that investing in different portfolios increases the security of investments against various threats (risks). In this paper, was developed a model based on stress strength analysis to with aim to quantify the impact of various complex threats on the heterogeneous (diversity) investment portfolios. Here it is used a multivariate analysis to create an analytical model describing the investment portfolios. Finally, an example of the impact of two complex stresses on two investment assets is given.

References

    Issue

    AIP Conference Proceedings, vol. 1, 2018, Bulgaria, AIP, https://doi.org/10.1063/1.5082148

    Copyright AIP

    Цитирания (Citation/s):
    1. A.S. Buryi, M.I. Lomakin, A.V. Sukhov,Quality Assessment of "Stress-Strength" Models in the Conditions of Big Data,International Journal of Innovative Technology and Exploring Engineering (IJITEE) ISSN: 2278-3075, Volume-9 Issue-3, January 2020 - 2020 - в издания, индексирани в Scopus или Web of Science
    2. Georgiev V., Patias I.,Contract Management Issues in System Integration Projects, 2020 III International Conference on High Technology for Sustainable Development (HiTech) - 2020 - в издания, индексирани в Scopus или Web of Science
    3. pahani, asadi,هطالعِ از ّنگسیختگی هیکرٍ قطرات در فرآیٌذ تَلیذ پَششّای سطحی با استفادُ از هذل قابلیت اطویٌاى در دادُّای ساًسَر شذُ, https://iranjournals.nlai.ir/bitstream/handle/123456789/711253/16EEE114E0525A00ECFD2FE948536BA0.pdf?sequence=-1 - 2020 - от чужди автори в чужди издания, неиндексирани в Scopus или Web of Science
    4. Popov, G., Popova, A., J-curve of the Innovation Process: How the Organization's Financial Assets Changes over Time?. 30th International Scientific Conference Electronics, ET 2021 - Proceedings. - 2021 - в издания, индексирани в Scopus или Web of Science
    5. J-curve of the Innovation Process: How the Organization's Financial Assets Changes over Time? - 2021 - в издания, индексирани в Scopus или Web of Science
    6. ПРИМЕНЕНИЕ ИНТЕЛЛЕКТУАЛЬНЫХ СИСТЕМ В ОПТИЧЕСКИХ СИСТЕМАХ СВЯЗИ ДЛЯ ОБЕСПЕЧЕНИЯ ИНФОРМАЦИОННОЙ БЕЗОПАСНОСТИ - 2021 - от чужди автори в чужди издания, неиндексирани в Scopus или Web of Science

    Вид: публикация в международен форум, публикация в издание с импакт фактор, публикация в реферирано издание, индексирана в Scopus и Web of Science