THE MECHANICS OF THE PENSION RESOURCES PORTFOLIO FORMATION ON THE BASIS OF THE BLACK-LITTERMEN THEORY
The basic features of pension resources portfolio management are considered, the differentiation of actives by the risk level is made and the target segment for active management is allocated. The algorithm of the aggressive part of the portfolio formation on the basis of the Black-Littermen theory is presented. The conclusion is drawn that the offered pension resources accumulation portfolio management technique should be implied in practice.
Denis M. Korchagin, a post-graduate student at Samara State Aerospace University named after academician S.P. Korolyov.