Optimal diversification of the securities portfolio

Authors

  • Валентина Михайловна Андриенко Odessa National Polytechnic University Shevchenko ave., 1, Odesa, Ukraine, 65044, Ukraine

DOI:

https://doi.org/10.15587/2313-8416.2016.78376

Keywords:

financial markets, optimization, diversification, securities, portfolio, risk, return, models

Abstract

The article deals with problems of the theory and methods of forming the optimal portfolio of financial markets. The analytical review of methods in their historical development is given. Recommendations on the use of a particular method depends on the specific conditions are formulated. The classical and alternative methods are considered. The main attention is paid to the analysis of the investment portfolio of derivative securities in B/S-market model

The article deals with problems of the theory and methods of forming the optimal portfolio of financial markets. The analytical review of methods in their historical development is given. Recommendations on the use of a particular method depends on the specific conditions are formulated. The classical and alternative methods are considered. The main attention is paid to the analysis of the investment portfolio of derivative securities in -market model

Author Biography

Валентина Михайловна Андриенко, Odessa National Polytechnic University Shevchenko ave., 1, Odesa, Ukraine, 65044

PhD

Department of Economic Cybernetics and Information Technologies

References

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Published

2016-09-29

Issue

Section

Economics