Кафедра "Підприємництво, торгівля і логістика"

Постійне посилання колекціїhttps://repository.kpi.kharkov.ua/handle/KhPI-Press/32369

Офіційний сайт кафедри http://web.kpi.kharkov.ua/business

Від 2021 року кафедра перейменована та має назву "Підприємництво, торгівля i логістика" (Наказ 552 ОД від 26.11.2021 року), попередня назва – "Підприємництво, торгівля та експертиза товарів", первісна – кафедра комерційної, торговельної та підприємницької діяльності.

Кафедра комерційної, торговельної та підприємницької діяльності заснована в 2017 році.

Кафедра входить до складу Навчально-наукового інституту економіки, менеджменту і міжнародного бізнесу Національного технічного університету "Харківський політехнічний інститут". Викладачі кафедри є членами Харківського осередку Українського товариства товарознавців і технологів (УТТТ), що входить до Міжнародній асоціації товарознавства, інновацій та сталого розвитку (International Association of Commodity Science, Innovation and Sustainability) IACSIS.

У складі науково-педагогічного колективу кафедри працюють: 3 доктора наук: 2 – економічних, 1 – технічних; 7 кандидатів наук: 4 –економічних, 3 – технічних; 3 співробітника мають звання професора, 6 – доцента.

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Фільтри

2020 - 20233

Налаштування

Автор: search.filters.author.Bilotserkivskyi, OleksandrКлючові слова: search.filters.subject.stock index

Результати пошуку

Зараз показуємо 1 - 3 з 3
  • Ескіз
    Публікація
    Modeling Internationally Diversified Investment Portfolio
    (Institute of Electrical and Electronics Engineers, Inc., USA, 2020) Chernova, Natalia; Mashchenko, Maryna; Sergienko, Olena; Bilotserkivskyi, Oleksandr; Shapran, Olena
    A diversified portfolio can deliver improved performance and lessened risk relative to not diversified one. The diversification may be achieved in different ways: an investor may allocate money in different asset classes; or in stocks of different industries; or in bonds with different maturities; or in stocks with large, middle and small market capitalization; or in different commodities and so on. Another way is international (global) diversification. The paper aim is to form an optimal investment portfolio containing assets of different countries. To achieve this the following tasks should be solved: carry out a preliminary financial analysis of assets (stock indices) of different countries and determine the set of assets that are eligible for investment; form an optimal portfolio of selected stock indices; carry out a comparative analysis of the efficiency of the obtained portfolio and the benchmark portfolio, which is domestically oriented. The proposed algorithm for modeling internationally diversified optimal portfolio includes the following core steps: forming the information base of the research; classification of assets into homogeneous groups and detecting the group that is suitable for the investment; modeling diversified portfolio and a benchmark portfolio; comparison of obtained portfolios performance.
  • Ескіз
    Публікація
    Analysis of the dynamics of Europe stock markets development
    (Fintechalliance LLC, 2023) Serhiienko, Olena; Bril, Mykhailo; Baranova, Valeria; Tatar, Maryna; Bilotserkivskyi, Oleksandr
    The article proposes a complex of economic and mathematical models of assessment, analysis, and forecasting of the world stock indices development state for effective management of investment flows. The modern concept and strategy of European countries’ stock market development were considered, and the existing methods of diagnosing the stock market development level were analyzed. ARIMA models were built and spectral analysis of the main world indices was carried out. The possible trends in the stock indices development for the future period were analyzed using predictive models. It makes it possible to determine directions for improving the stock market efficiency and investment strategies in modern conditions.The proposed set of models for evaluation, analysis, and forecasting of the world stock indices state can be used to test various trading strategies and to test various hypotheses in relation to the entire stock portfolio of a particular company or to one stock index. The results of the research can be used in the development of theoretical provisions and methodological tools for evaluating the global stock market effectiveness in modern conditions and development trends in local markets.
  • Ескіз
    Публікація
    Assessment Relationship Between Components of the World's Leading Stock Indices in Reflection on the World Financial Market Dynamics
    (2021) Lyashenko, Vyacheslav; Sergienko, Olena A.; Bilotserkivskyi, Oleksandr
    The development of the global economy presupposes the stable functioning of all its constituent parts, institutions, and markets. Among such markets of the global economy, a special place is occupied by the financial market, which is able to redistribute financial resources. However, such redistribution must be protected from various risks, unfavorable development of negative situations. To solve such problems, the concept of stock indices is used, which reflects the dynamics of price changes for different groups of securities. Knowing the dynamics of the values of stock indices, one can analyze and predict the development of the financial market as a whole. It is also necessary to take into account the relationship of stock indices and the relationship between the components of various stock indices. Based on this, the paper examines a qualitative assessment of the relationship between the components of the world's leading stock indices in reflecting the dynamics of the world financial market. It is proposed to consider such a qualitative estimate taking into account the wavelet coherence. To this end, the paper proposes a general approach to considering a qualitative assessment of the relationship between the components of the world's leading stock indices. The paper considers real data in the context of various world stock indices, presents research results, and draws general conclusions.