Formation of basic derivatives portfolio
Journal: Business Education in the Knowledge Economy (Vol.4, No. 3)Publication Date: 2018-11-01
Authors : Kazakov Vladislav;
Page : 48-50
Keywords : Moscow stock exchange; futures contract; investment portfolio; derivative financial instruments; portfolio formation theory; portfolio assessment indicators;
Abstract
This article tells about indicators which helps to estimate an investment portfolio. First of all this article highlights the reasons why investors are paying increasing attention to the derivatives market. Secondly, author describes the main types of derivatives that are traded on the Moscow stock exchange.Then authoe talk about the method of formation of investment portfolios and about the main parameters it can be valued. After that, author forms three portfolios of derivatives with different risk and yield indicator. Finally, author concludes that the formed portfolio can be used not only as ready-made investment instruments, but also as a basis for the formation of other portfolios that meet the investor''s strategy.
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Last modified: 2018-11-09 22:58:57