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Application of Stochastic Analysis Tools for a Rational Allocation of the Company’s Financial Investments


Marina Levina
(about the author)

Levina Marina Vladimirovna –

Published in:
Russian Journal of Entrepreneurship
– № 12-1 / December, 2010



Keywords: financial investments, indicators of value, investment project, optimization problem, quantitative risk assessment, value of company


Citation:
Marina Levina (2010). Application of Stochastic Analysis Tools for a Rational Allocation of the Company’s Financial Investments. Russian Journal of Entrepreneurship, 11(12), 51-58. — url: http://bgscience.ru/com/lib/2513


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Abstract:

In the conditions of the global crisis studies on how the company’s value depends on quantitative and qualitative characteristics of financial investments have a particular importance. The author makes an investment analysis in terms of assessing the investment attractiveness of the firm. On its basis and by means of economic and mathematical modeling, she solves the problem of the optimal investment allocation by the example of X OJSC. This model will allow financial analysts making informed decisions when managing the company’s financial investments.







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