Some aspects of financial instruments portfolio optimization

Autor: V.M. Oliynyk, S.M. Frolov, Yu.I. Leshchenko
Jazyk: angličtina
Rok vydání: 2012
Předmět:
Zdroj: Marketing i Menedžment Innovacij, Vol 3, Iss 1, Pp 140-147 (2012)
Druh dokumentu: article
ISSN: 2218-4511
Popis: This article considers scientifically methodological approaches to the formation of the optimal portfolio. H.Markowitz and W.Sharpe models are considered, their comparative analysis is provided, indifference curves for these models are drawn. Analysis of the investment portfolio optimization models is perfomed on the basis of security excange RTS data.
Databáze: Directory of Open Access Journals