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...

Full description

Bibliographic Details
Main Author: Валентина Михайловна Андриенко
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