Optimal diversification of the securities portfolio
DOI:
https://doi.org/10.15587/2313-8416.2016.78376Keywords:
financial markets, optimization, diversification, securities, portfolio, risk, return, modelsAbstract
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 modelReferences
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Copyright (c) 2016 Валентина Михайловна Андриенко
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