Integrated portfolio theory application to investment funds =

Abstract

Concentration of investments in a single type of asset can greatly increase your exposure to different types of risk. Investment funds, owing to their high levels of diversification, considerably decrease or even abolish the specific risk attached to securities investments.The conception and techniques of integrated assets and liabilities portfolio management are applied forming and managing the portfolio of investment fund and solving the problems that funds collide with because of risk.Integrated assets and liabilities management is based on computerised decision models that represent both the assets and liabilities associated with the business line, characterise the uncertainly of the future enviroment and produce strategies for structuring the assets and liabilities in business ways that are profitable across a range of alternative future enviroments. The methods of imitative modelling are used and obtained results are presented in geometrical form of portfolio sets, their efficiency zones, density and survival functions.