2409-1634Research result. Economic Research2409-163410.18413/2409-1634-2016-2-3-62-66810FINANCESTATISTICAL MODELING OF SHARE PRICE PERFORMANCESTATISTICAL MODELING OF SHARE PRICE PERFORMANCERudalevValeriy G.RudalevValeriy G.rudalev@amm.vsu.ruDylevskiyAlexander V.DylevskiyAlexander V.nefta@yandex.com20162300

The paper considers the problem of statistical modeling of share price performance of the Russian and foreign emitents and the indices of risk and profitability in conditions of normal distribution of profitability. A natural limit for negative profitability is imposed. The offered approach has a simple mathematical realization. The modeling method described in the article can be useful for both private investors, and large investment funds. For realization of the method of modeling the program in Matlab package was written. An example of modeling is given.

The paper considers the problem of statistical modeling of share price performance of the Russian and foreign emitents and the indices of risk and profitability in conditions of normal distribution of profitability. A natural limit for negative profitability is imposed. The offered approach has a simple mathematical realization. The modeling method described in the article can be useful for both private investors, and large investment funds. For realization of the method of modeling the program in Matlab package was written. An example of modeling is given.

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