Abstract:

The private investment market is one of the most heterogeneous and at the same time rapidly developing. A private investor is often not a professional and does not have unique skills and knowledge in investing. At the same time, large investment companies earn solely on commissions from transactions in the case of private investors, and they are not interested in providing them with ready-made investment decisions based on an analysis of objective information. Moreover, each private investor is unique, in particular considering his risk sensitivity. Thus, the key problem of a private investor is the lack of a universal tool for optimizing the portfolio structure. In the framework of this study, the authors form a methodology for the creation of this tool. Based on the results of a systematic analysis of key approaches to decision-making by private investors, a conceptual model of an integrated automated tool was developed that provides a ready-made and effective solution regarding the portfolio structure based on statistical processing of market information and taking into account the investor's sensitivity to risk. This tool can be useful both to private investors and investment funds.