Modeling expected effects of globalization in portfolio investment problems

Abstract

Purpose: to build a set of models that provide adaptive modeling of portfolio investment in the assets of the national market in the context of globalization. Discussion: the issues of constructing portfolio investment models in the context of globalization are given insufficient attention. At the same time, in the risks of the national stock market, the presence of the effects of globalization is an obvious fact. This allows author to talk about the relevance of research into the problems associated with the processes of globalization. Quite possibly this problem affects the interests of only investors in the national market and, therefore, the search for models that take into account the effects of globalization, within the framework of even the modern theory of investment, can hardly be crowned with success. Therefore, it is necessary to develop new models and new approaches to justify investment decisions. Results: author proposed an integrated approach that ensures the construction of an adaptive model of portfolio investment in the context of globalization.