The main features of formation of the investment portfolio is presented. The certain tasks which can be solved in the process of optimization are listed. The key principles in the basis of the investment portfolio optimization are stated. The stages of the optimal investment portfolio formation are analyzed. Particular attention was paid to the possibility of income taxation optimization for individual instruments that are included in the portfolio. When forming an optimal investment portfolio in the context of a risk-based approach, calculations was performed using the formulas of Markowitz, Sharpe and Treinor. The authors consider the order of practical application and calculation of the above mentioned coefficients on a practical example. In order to optimize the work process and time resource savings, all calculations on the Markowitz model are made by means of Microsoft Excel. In conclusion, it was noted that the investment portfolio optimization was the most important task of the company in the investment strategy implementation and in attracting investment capital into projects.
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