An algorithm for the formation of an optimal portfolio of securities with a restriction on the range of acceptable values of profitability and portfolio risk
( Pp. 90-94)

This article is devoted to the problem of finding the optimal stock portfolio that meets the desired ratio of expected return and risk for the investor. The authors proposed an algorithm that allows you to find many portfolios consisting of various combinations of securities of a given list of companies that meet the conditions of expected profitability and risk set by the investor. According to the results of the study, it was concluded that the proposed method has an advantage over the existing ones and allows improving the quality of fundamental analysis when compiling an investment portfolio.

Ulanov D.A., (2020), AN ALGORITHM FOR THE FORMATION OF AN OPTIMAL PORTFOLIO OF SECURITIES WITH A RESTRICTION ON THE RANGE OF ACCEPTABLE VALUES OF PROFITABILITY AND PORTFOLIO RISK. Economic Problems and Legal Practice, 3 => 90-94.

Sharp, F. William Investment / William F. Sharp, Gordon J. Alexander, Jeffrey W. Bailey. Infra-M, 2001.-- 1035 s.
Zhdanova, O. A. Development of portfolio theories: models for optimizing the investment portfolio / Zhdanova O. A., Nazarova E. V. // Science and innovation in the XXI century: current issues, achievements and development trends: collection. articles. - Moscow, 2016.-- 55-58 s.
Ulanov, D. A. Algorithms for searching global extrema of the portfolio optimization model Markowitz / Ulanov D. A., Lyndin K. A. // Problems of Economics and Legal Practice. - 2020. - 2. - 166-169.
Homeland, N. S. The main concept of portfolio analysis Markowitz / Homeland, N. S. // Bulletin of science. - 2019. - 5. - 77-79 s.
Subbotin, P. E. Indicators for assessing the effectiveness of financial investments in the framework of portfolio theories / P. E. Subbotin // Actual problems of economic sciences. - 2016.-- 50-2. - 54-59.
Krivonogova, L.V. Markovitz portfolio theory / Krivonogova L.V., Sidneva A.S. // Forum of Young Scientists. - 2018.-- 12-2. - 1205-1208 c.
Gilev, D. Yu. Application of various techniques for optimizing the investment portfolio in accordance with modern portfolio theory / Gilev D. Yu. // The potential of modern science. - 2016. - 3. - 87-94 s.
Dobrina, MV The problem of choosing a portfolio of securities / Dobrina MV // Economics in the investment and construction complex and housing and communal services. - 2018. - 1. - 162-165 s.
Skobleva E. I. Theoretical approaches to the study of financial markets / Skobleva E. I., Lunev D. A. // Caspian region: politics, economics, culture. - 2012. - 2. - 166-173 p.
Sivolotsky, K. A. The main methods for assessing the economic efficiency of investment projects / Sivolotsky, K. A., Zaitsev, S. F. // Science and technology of pipeline transport of oil and oil products. - 2012. - 3. - 40-45 s.
Vinokur, I. R. Portfolio approach to asset management / Vinokur, I. R., Tsvetkova, A. V. // Bulletin of the Perm National Research Polytechnic University. Socio-economic sciences. - 2017. - 4. - 234-245 s.
Tedeeva, I.V. Assessment of the portfolio theory of Harry Markowitz / Tedeeva I.V. // Modern ecoeconomics: actual problems, achievements and innovations: collection. St., Penza, 2019.-- 92-95 p.
Savchenko, N.I. Formation of portfolio investments / Savchenko N.I. // Modern problems of the development of technology, economics and society. - Leninogorsk, 2016.-- 213-215.
Soloviev, V. I. Mathematical methods of risk management / Soloviev, V. I. // Publishing house of the State University of Management. - M., 2003.-- 100 p.
Ivanyuk, V. A. Construction of an investment portfolio of minimal risk in the financial market / Ivanyuk V. A. // Self-management. - 2019. - 3. - 126-129 p.

optimal portfolio, Markowitz model, efficient frontier, Monte-Carlo, Lagrange multipliers, portfolio generation.