METHODS OF CHOOSING THE OPTIMAL STRUCTURE OF THE INVESTMENT PORTFOLIO
Journal Title: Інфраструктура ринку - Year 2018, Vol 22, Issue
Abstract
The article is devoted to the problem of choosing specific financial objects for inclusion in the investment portfolio and determining the optimal proportions of various types of investments within the entire portfolio, taking into account its main characteristics (the degree of acceptable risk, the size of the expected profit, possible deviations from it, etc.). Qualitative and quantitative aspects are considered. An example of practical implementation of the solution of the problem with real data is given. The optimal portfolio of the portfolio is calculated on the models of G. Marcovitz and D. Tobin and a comparative analysis of the results is given. Based on the analysis, recommendations are formulated to determine effective investment strategies in the stock market.
Authors and Affiliations
V. M. Аndrienko
Keywords
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