Conceptual bases of building a securities portfolio with the property of pre-dictor optimality

Abstract

Purpose: to build a portfolio of securities that does not have optimal properties at the current time, but these properties are provided for the expected future. Discussion: today, globalization brings down all levels of the investment sphere, and globalization factors are beginning to dominate investment processes. Thus, in modern conditions, it is necessary to recognize those approaches to modeling investment processes, within the framework of which it is possible to take into account not only the current, but also the expected effects of globalization. One of such approaches can be considered adaptive modeling. Results: an adaptive approach to the construction of a portfolio investment model with the property of predictor optimality and taking into account the effect of globalization was proposed.