Год выпуска: 2010 Автор: Gizatulla Aibassov Издательство: LAP Lambert Academic Publishing Страниц: 108 ISBN: 9783838366524
Описание
Portfolios of contemporary integrated petroleum companies consist of a few dozen Exploration and Production (E&P) projects that are usually spread all over the world. Therefore, it is important not only to asses individual projects by themselves, but to also take into account different interactions between projects in order to manage whole portfolios. This book is the step-by-step representation of the method of optimizing portfolios of risky petroleum E&P projects, an illustrated method based on Markowitz’s Portfolio Theory. This method uses the covariance matrix between projects’ expected return in order to optimize their portfolio. This book will be usefull for budgeting analysts working in the extractive and producing industries, as well as for the students of finance and economic orientation.
