Theories of Investment Portfolio Optimization

Autor:	Olga Aleksandrovna Zhdanova, Elena Nazarova
Rok vydání:	2016
Předmět:	Microeconomics Investment portfolio Investment strategy Financial economics Application portfolio management Replicating portfolio Economics Post-modern portfolio theory Portfolio optimization Black–Litterman model Separation property
Zdroj:	Economics of the Firm. 5:51-57
ISSN:	2306-627X
DOI:	10.12737/24442
Popis:	The article presents an analysis of the theories of the investment portfolio optimization, characterizes diversification strategies, gives the evaluation of the Russian theory of optimization of investment portfolios.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::61138c7dfd97f1aba29dc042513c2bad https://doi.org/10.12737/24442 Zobrazit plný text záznamu