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...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
PC Technology Center
2016-09-01
|
Series: | ScienceRise |
Subjects: | |
Online Access: | http://journals.uran.ua/sciencerise/article/view/78376 |
id |
doaj-d2480b51bbbe4d53b7f98d4783cf3587 |
---|---|
record_format |
Article |
spelling |
doaj-d2480b51bbbe4d53b7f98d4783cf35872020-11-25T01:39:04ZengPC Technology CenterScienceRise2313-62862313-84162016-09-0191 (26)121610.15587/2313-8416.2016.7837673913Optimal diversification of the securities portfolioВалентина Михайловна Андриенко0Odessa National Polytechnic University Shevchenko ave., 1, Odesa, Ukraine, 65044<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 id="_x0000_t75" coordsize="21600,21600" o:spt="75" o:preferrelative="t" path="m@4@5l@4@11@9@11@9@5xe" filled="f" stroked="f"> <v:stroke joinstyle="miter"/> <v:formulas> <v:f eqn="if lineDrawn pixelLineWidth 0"/> <v:f eqn="sum @0 1 0"/> <v:f eqn="sum 0 0 @1"/> <v:f eqn="prod @2 1 2"/> <v:f eqn="prod @3 21600 pixelWidth"/> <v:f eqn="prod @3 21600 pixelHeight"/> <v:f eqn="sum @0 0 1"/> <v:f eqn="prod @6 1 2"/> <v:f eqn="prod @7 21600 pixelWidth"/> <v:f eqn="sum @8 21600 0"/> <v:f eqn="prod @7 21600 pixelHeight"/> <v:f eqn="sum @10 21600 0"/> </v:formulas> <v:path o:extrusionok="f" gradientshapeok="t" o:connecttype="rect"/> <o:lock v:ext="edit" aspectratio="t"/> </v:shapetype><v:shape id="_x0000_i1025" type="#_x0000_t75" style='width:41.25pt; height:18pt' o:ole=""> <v:imagedata src="file:///C:\Users\Anna\AppData\Local\Temp\msohtmlclip1\01\clip_image001.wmz" o:title=""/> </v:shape><![endif]--><!--[if !vml]--><img src="file:///C:/Users/Anna/AppData/Local/Temp/msohtmlclip1/01/clip_image002.png" alt="" width="55" height="24" /><!--[endif]--></span><!--[if gte mso 9]><xml> <o:OLEObject Type="Embed" ProgID="Equation.DSMT4" ShapeID="_x0000_i1025" DrawAspect="Content" ObjectID="_1536691083"> </o:OLEObject> </xml><![endif]--></span></em><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">-market model</span></em></pre>http://journals.uran.ua/sciencerise/article/view/78376financial marketsoptimizationdiversificationsecuritiesportfolioriskreturnmodels |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Валентина Михайловна Андриенко |
spellingShingle |
Валентина Михайловна Андриенко Optimal diversification of the securities portfolio ScienceRise financial markets optimization diversification securities portfolio risk return models |
author_facet |
Валентина Михайловна Андриенко |
author_sort |
Валентина Михайловна Андриенко |
title |
Optimal diversification of the securities portfolio |
title_short |
Optimal diversification of the securities portfolio |
title_full |
Optimal diversification of the securities portfolio |
title_fullStr |
Optimal diversification of the securities portfolio |
title_full_unstemmed |
Optimal diversification of the securities portfolio |
title_sort |
optimal diversification of the securities portfolio |
publisher |
PC Technology Center |
series |
ScienceRise |
issn |
2313-6286 2313-8416 |
publishDate |
2016-09-01 |
description |
<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
id="_x0000_t75" coordsize="21600,21600" o:spt="75" o:preferrelative="t"
path="m@4@5l@4@11@9@11@9@5xe" filled="f" stroked="f">
<v:stroke joinstyle="miter"/>
<v:formulas>
<v:f eqn="if lineDrawn pixelLineWidth 0"/>
<v:f eqn="sum @0 1 0"/>
<v:f eqn="sum 0 0 @1"/>
<v:f eqn="prod @2 1 2"/>
<v:f eqn="prod @3 21600 pixelWidth"/>
<v:f eqn="prod @3 21600 pixelHeight"/>
<v:f eqn="sum @0 0 1"/>
<v:f eqn="prod @6 1 2"/>
<v:f eqn="prod @7 21600 pixelWidth"/>
<v:f eqn="sum @8 21600 0"/>
<v:f eqn="prod @7 21600 pixelHeight"/>
<v:f eqn="sum @10 21600 0"/>
</v:formulas>
<v:path o:extrusionok="f" gradientshapeok="t" o:connecttype="rect"/>
<o:lock v:ext="edit" aspectratio="t"/>
</v:shapetype><v:shape id="_x0000_i1025" type="#_x0000_t75" style='width:41.25pt;
height:18pt' o:ole="">
<v:imagedata src="file:///C:\Users\Anna\AppData\Local\Temp\msohtmlclip1\01\clip_image001.wmz"
o:title=""/>
</v:shape><![endif]--><!--[if !vml]--><img src="file:///C:/Users/Anna/AppData/Local/Temp/msohtmlclip1/01/clip_image002.png" alt="" width="55" height="24" /><!--[endif]--></span><!--[if gte mso 9]><xml>
<o:OLEObject Type="Embed" ProgID="Equation.DSMT4" ShapeID="_x0000_i1025"
DrawAspect="Content" ObjectID="_1536691083">
</o:OLEObject>
</xml><![endif]--></span></em><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">-market model</span></em></pre> |
topic |
financial markets optimization diversification securities portfolio risk return models |
url |
http://journals.uran.ua/sciencerise/article/view/78376 |
work_keys_str_mv |
AT valentinamihajlovnaandrienko optimaldiversificationofthesecuritiesportfolio |
_version_ |
1725050505965600768 |