Мақаланы E-mail арқылы жіберу The structure and characteristics of investment decision-making in a hedge fund
- Авторлар: Voronova N.S.1, Yakovleva E.A.2, Sharich E.E.1, Yakovleva D.D.1
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Мекемелер:
- St Petersburg State University
- Saint Petersburg State University of Economics
- Шығарылым: Том 13, № 1 (2023)
- Беттер: 95-112
- Бөлім: Articles
- URL: https://bakhtiniada.ru/2222-534X/article/view/146301
- DOI: https://doi.org/10.18334/epp.13.1.117175
- ID: 146301
Дәйексөз келтіру
Ашық рұқсат
Рұқсат берілді
Тек жазылушылар үшін
Аннотация
The article structured the elements of the process of making investment decisions in a hedge fund for the purposes of formalizing a decision support system (DSS). In particular, the authors systematized risk control methods when making investment decisions within a hedge fund, taking into account portfolio optimization, tasks and conditions for achieving optimality. The authors raise the issue of strategies' mutual correlation, which leads to a potential threat of a decrease in resource provision (in the informational aspect) of a decision maker when working with DSS with a focus on the proposed target value to resolve a problematic situation. To solve this problem, it is proposed to carry out constant monitoring and updating of the accumulated knowledge base by the subject of management (manager) about the management object (investment strategy).It is also necessary to control the flows in the management object on the basis of matching needs and opportunities through logical and linguistic modeling (frames) in order to maintain the system's homeokinetic equilibrium.
Авторлар туралы
Natalya Voronova
St Petersburg State University
Email: n.voronova@spbu.ru
Проф., д.э.н., проф.
Elena Yakovleva
Saint Petersburg State University of Economics
Email: helen7199@gmail.com
Проф., д.э.н., доцент
Ermin Sharich
St Petersburg State University
Email: st062696@student.spbu.ru
студент
Darya Yakovleva
St Petersburg State University
Email: st062671@student.spbu.ru
студент
Әдебиет тізімі
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