Application of Economic-Mathematical Models for the Formation and Modernization of İnvestment Strategies in Financial Markets

Abstract

In this article, the relevance of the next and most important relevant problem in the global world, in the context of the application of statistical and mathematical methods, and in the context of the emotional and subjective approaches of investors, has been analyzed. The most commonly used economic-mathematical models for the formation and modernization of investment strategies in financial markets, namely the “Portfolio theory” (Markowitz model), the “CAPM” (Capital Asset Pricing Model), and the issue of measuring the value of capital based on mathematical methods have been considered. “APT” (Arbitrage Pricing Theory), “VaR” (Value at Risk) model, “Dynamic” optimization model, and various tools have been used in the context of modernization based on mathematical formulas.