PLAČIOS DIVERSIFIKACIJOS INVESTAVIMO STRATEGIJOS TESTAVIMAS
Journal Title: VADYBA - Year 2014, Vol 24, Issue 1
Abstract
Straipsnyje analizuojamas skirtingų turto klasių naudojimas formuojant plačiai diversifikuotą optimalų investicinį portfelį. Investicinio portfelio formavimui yra naudojami vertybinių popierių biržoje prekiaujami fondai (angl. Exchange Traded Fund – toliau ETF), kurie leidžia plačiai diversifikuoti investicijas investuojant į skirtingas turto klases: akcijas, obligacijas, valiutą, žaliavas, tauriuosius metalus. Investicinių portfelių testavimas parodė, kad realūs sudarytų investicinių portfelių rezultatai neatspindi laukiamų. Dėl įvairių rinkos veiksnių dalies optimalių investicinių portfelių sudarymas neleido padidinti grąžos ar sumažinti rizikos. Plačiai diversifikuotus ir iš akcijų ETF sudarytų investicinių portfelių palyginimas parodė, kad plačiai išskaidžius investicijas galima sumažinti rinkos riziką.
Authors and Affiliations
Diana Cibulskienė, Martynas Brazauskas
Keywords
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