Optimal diversification of the securities portfolio
<p class="MsoNormal"><span lang="RU">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...
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| Format: | Article |
| Language: | English |
| Published: |
PC Technology Center
2016-09-01
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| Series: | ScienceRise |
| Subjects: | |
| Online Access: | http://journals.uran.ua/sciencerise/article/view/78376 |
| Summary: | <p class="MsoNormal"><span lang="RU">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</span></p><pre style="text-align: justify; text-indent: 35.45pt; line-height: 150%; background-image: initial; background-position: initial; background-size: initial; background-repeat: initial; background-attachment: initial; background-origin: initial; background-clip: initial;"><em><span style="font-size: 14.0pt; line-height: 150%; font-family: 'Times New Roman','serif'; color: #212121; mso-ansi-language: EN-US;" lang="EN-US">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 </span></em><em><span style="font-size: 14.0pt; line-height: 150%; font-family: 'Times New Roman','serif'; color: #212121;" lang="RU"><span style="position: relative; top: 6.0pt; mso-text-raise: -6.0pt;"><!--[if gte vml 1]><v:shapetype
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| ISSN: | 2313-6286 2313-8416 |