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COMBINING PORTFOLIOS, MADE ACCORDING TO VARIOUS MODELS
Journal: Science and world (Vol.2, No. 38)Publication Date: 2016-10-21
Authors : Byvshev V.A.; Ivanova T.V.;
Page : 21-28
Keywords : financial asset; investment characteristics of financial asset; models of portfolios; combined model of portfolio;
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Abstract
The methodology of combining portfolios, made according to various models of portfolio investments is discussed. The known models of portfolio investments (of Markowitz, Black?Litterman etc.) are described briefly, which portfolios, in fact, comprise a combined portfolio. The examples of optimal combination of portfolios will be considered in the next authors' paper.
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